Didn't the Emperor tell them about the Warp and Daemons though? Reading about Magnus the Red cause I'm trying to figure out if Magnus was always that red for some reason, and this was a passage that came out early.
http://warhammer40k.wikia.com/wiki/Magnus_the_Red
Surely he mentioned this to the other Primarchs as well?
Eh...kinda? He told them about the dangers of the Warp but neglected to mention Chaos. So none of the Astartes were prepared for demonic coersion and possession.
There's also speculation that Big E made a deal with chaos to create the primarchs in the first place (although we only have the word of demons on that; and they have every reason to lie), which if true means he is a hypocrite if nothing else.
Also, what he did to Angron was borderline stupid and so out of character I'm convinced GW did it just to make the red angel a monster.