In short, the daemons seemed to be seeing the mundane world.
In the book 'Daemon world', there's reference to the fact that Daemons CAN see the mundane world, but only if they CHOOSE to see it that way. They just consider it to be an experience which is below them. However, this information is only as reliable and 'canon' as Ben Counter, the author of the book. (Of whom I have limited experience.)
The exact passage to which I am referring: "To Lady Charybdia's jaded eyes, people all looked the same, unless she forced her senses down to a normal, mortal level."
However, on the subject of a daemon possessing a pariah...
As I understand it, a Daemon's power comes directly from their patron chaos entity, which is an effectively limitless source of power, provided that their patron deity "likes" them at the time. So, if a daemon decided he wanted to possess a pariah, for whatever reason, he would most likely need the backing of his Chaos God.
In theory, if a daemon possessing a pariah is like a bucket with a hole in it (the hole representing the pariah's warp-energy draining abilities) and the water in the bucket represents the daemon's power, then the Chaos God's backing would be akin to using a garden hose to continuously 'top up' the bucket. So, the amount of energy required to keep the daemon in the pariah host would be relative to the strength of the pariah (the size of the hole in the bucket). Just how long the Chaos God is willing to keep topping up the bucket is another matter entirely, and the daemon would have to have done a very good job convincing the Chaos God why the possession of the pariah was necessary, instead of possessing someone more.... suitable.
So, on that note, it's probably only likely to happen in the absolute most necessary and unlikely circumstances (Such as - the fourteenth black crusade will fail unless shield generator X on Cadia goes offline, but the only person within a hundred miles of that shield generator is a pariah, and for some reason, the daemons cannot manifest their own temporary physical forms near the generator, but can possess people.... Like I said, it's very unlikely), and even then, only the most powerful or foolhardy daemons would ever attempt it.
Additionally, in Eisenhorn, there is mention of a rune used in binding daemons to hosts which removes the soul. (He used it to banish Basian Verveuk's soul before forcing Cheubael into his corpse.) It is not entirely unfeasable that such runes MIGHT be able to remove a pariah's 'negative' soul, but I think that might be a bit of a stretch, considering that these runes are psychic in nature.
Perhaps a daemon simply cannot interpret sight as a sense, and they can no more know what yellow looks like than you can know what the 4th space dimension looks like, in a direction perpendicular to all the ones we can see. (Don't try imagining that, it's a good way to get a headache.)
I like to interpret the 'uninterpretable' dimensions as being like a TV screen or photograph (which shows a 2D image, with the illusion of being a 3D image) To move on the X axis would move you to the left or right of the screen, to move on the Y axis would move you to the top or bottom of the screen, to move on the Z axis would move you into the background or foreground of the screen, and to move on the hypothetical W axis, you would actually be coming out of the screen towards the viewer in a manner similar to Sadako in the Japanese hit movie 'Ring'. And when you consider that the universe exists in eleven dimensions, and we can only interpret four of them, you can imagine just how complicated things can get.
They probably felt the pain, but concealed it to appear more intimidating and to fool Eisenhorn as to the extent of an untouchable's effects on them.
And the pain tolerance of a daemon is unimportant- we have no reference for equivalent pain. But what we do know is that it's painful enough to hurt them, incapacitate them, even kill them.
True... But that's all relative to the strength of the psy-negative and the daemon in question. It's a bit like spider bites in the real world. Most humans will survive a tarantula bite, but won't survive the bite of a black widow. However, a weak human (such as a child or elderly person) might not survive a tarantula bite.
Similarly, Daemons might feel the presence of a pariah, and be hurt by it, but not necessarily harmed in any serious way. To a being like Cherubael (who was able to crush a warlord titan like a tin can, as I recall), the psychic negativity of someone like Bequin (whose mind, in spite of her psychic negativity, was crushed like a tin can by that same warlord titan, as I recall) would probably be less than a nettle sting.