Psykers are tough to balance. In order to do as cool as they look, thanks to years of Akira, Jedi and, well, W40K Psykers, (Alpha Class for the Win) like Esarhaddon, we expect them to do great things. With special effects. So when they can be snuffed by a bolt pistol, it has the effect of disappointing somewhat. Or devs go the other way and their completely natural psyker love means that Bright Wizards can crit DoT damage for months of hilarity, followed by also OP Bomb groups. Tough tough.