Psykers can be dangerous, very dangerous, but the psychic phenomena and perils of the warp make them at least think twice before they use their powers. Sure they can, at higher levels find ways and talents to diminish that to a degree, but still one bad roll can kill the psyker, or at least soak up their Fate pool. That said, DH is generally an undercover, behind the scenes of society, at least to the common masses, investigations game. Psykers should be using their power sparingly and cleverly, not throwing lightning where everyone can see.

As a GM, there are other ways to minimize them if the story calls for it. Nulls, puritan witch hunters and other psykers for instance. A good GM can role with the punches and should be able to handle it. Psykers are part of the fabric of the grimdark universe of the far future. Stripping them out is a disservice to the setting in my opinion. If your party Psyker is getting too big for his britches just use the setting. Angry mobs with burning sticks and large stones should put him/her back on the path of the straight and narrow, or into an early grave.