Why ever not?
The units of the different gods are generally good at different things but a only good at that so a mono god army will have weaknesses that a balanced enemy can exploit.
By combining the strengths of the different daemon units in support of each other you can create a very powerful list that can hold its own against all comers.
I know this because I have read the book and helped to demonstrate how effective the list can be both with mono-god and mixed armies. Of all the lists the most powerful was the mixed army.
JvK :happy: