fluff wise, yes, rules wise no. (Damn why is the Avatar considered a daemon. I HATE GREY KNIGHTS!)
Yeah. Since everything that is spawned from emotions/dreams in the Warp is a daemon and Warp beasts come from nightmares, they're daemons.
However, they're apparently a more established form of daemon and don't suffer from daemonic instability or summoning requirements. Unfortunately, they also have no Evil-Warp-thing aura.
I'd guess that Warp Beasts are downright fleshy.
i think that warp beasts should be deamons - gives the grey knights a reason to fight us and warp beasts become far more appealing since they get the 5++ demonic aura
Oh, Warp Beasts with 5++ saves would be so wrong...
Actually, when you look at it side-by-side, Warp Beasts are darned close to being Daemonettes. They have the same stats exept for Attacks and Saves (Daemonettes abilities even the Initiative and the Beastmaster evens the Ld).
Warp Beasts are non-daemonic Daemonettes that have a crap Save and another Attack instead of Rending Claws - and you save a whole 3 points/model. Oh, and they're faster.