ok point taken, the codex states it's 'to all intents and purposes' it's a daemon and will be affected by weapons and abilities that affect daemons. It does raise an interesting point though, in that the mandrake entry says nothing of the kind, just that they exist 'partially in a dimension of pure shadow'. Given that the codices are written by the same guy I'd have thought if Mandrakes were part daemon, it would have been mentioned. Seems to me like the 5++ save is due to them being incorporeal, not daemonic.
My guess therefore would be that anti-daemon weapons work against them because they're intended to return their target to their original dimension, and therefore the part of mandrakes that exists in the shadow realm is susceptible to this? Doesn't mention anywhere that Mandrakes are part of the warp as far as i can see, in fact it seems to suggest something else entirely.