the primarchs were told of the warp entities, but they were told they were nothing more than elemental beings.
the HH fluff paints the emperor as a bit of a douche when it comes to the warp, "there is nothing in the warp but nasty thoughts" kind of dogma.
and his own douchebaggery caused the heresy, not through his treatment of horus but his most devoted son (no spoilers from me today)
if he had of come out and told the 20 what he knew, then the 9 that fell may well not have fallen at all, and the 2 that were purged may well not have needed it.
however if the primarchs were told would they have carried on doing the emperors will knowing their fate.......
only horus was told of his ultimate fate, had magnus been told of his imprisonment in the golden throne would he have went willingly?