This may be stupid, but... I just looked through the rulebook again, briefly, and didn't see anything that addressed it.
My second son plays orks and has a Warboss that we use as a Weirdboy. He loves the thing and did something amazing with it in one battle. He put it behind a ruins so it couldn't be targetted, then in the move phase, the Weirdboy made a normal move out. In the Psychic phase, he used a psychic power (or two!), and then in the shooting phase, his weirdboy ran back into cover. I was sure he couldn't do it, but there's nothing in the book that implies that a psychic attack is the same as shooting, and it happens in a completely different phase of the game anyway.
So, I congratulated my son on his ingeniousness, and here I am.
Can a psyker move, then use psychic powers, and then in the shooting phase use Run to get back into cover, effectively giving every race jump-shoot-jump capability like the Tau? Or did I miss something important in the rulebook?