To be fair, beaming up in to the catacombs early on would be a mistake anyway. Assaulting Horus (considering his command centre is a fortified area) is difficult. Couple with that a coexistence battle and an obvious Port Landing move by the Chaos player once the initiative shifts and some of your excess units die and the fact that any experienced player will stock up on at least one hero and more units in the Vengeful Spirit to guard against such a move (Mortarion is particularly nifty) and it's a bold move, a big risk and a potential game-ender now you've left the palace under-defended or got the Emperor injured or killed.
Things is, I've never seen Horus survive even in the Command Center if/when attacked by the Imperials. Even the math required for him to do so seems to give him a very long shot at best (personally I think it's impossible). Imperials bring in 3x each of Custodes, Blood Angels and Imperial Fists, with Emp, Dorn and Sangy. Dorn pumps all Imp units to Rank IV 9x4/2 = 18 cards. With the Emperor's ability go through the combat deck, you only need to discard until you'r guaranteed to draw "Driven Before the Storm". That one card routs two units, no cancelling possible, so now Horus is down to 1 Rank III unit and himself for two more iterations. Worse, Sanguinius + 3 Blood Angels effectively negate fortifications (for +3 dmg), not to mention all those direct damage to hero cards. However, even that's not the worst part. Imperials only need to kill that one Rank III unit in the Command Center and they can move in, so on top the Assault, Horus has to stand on his own against 8 iterations of coexistance battle. That's just not happening.