I recruit a Warriors of Chaos Lord/Hero (let's say, a Exalted Hero with the Scaled Skin trait).

When I choose to devote him to a Chaos God, the game does not keep that trait and just add on it the Chaos Mark effects, different path of glory etc; instead it re-randomizes the trait he has, so I end up with a Khorne Exalted Hero with the Opened Eyes trait instead.

This happens when you turn a Lord into a Daemon Prince, as well.

I believe this feature is not correct; but if it is, please then take some time to re-balance the traits, since there are several that are literally useless (Burning Body, Diabolic splendour, Hideous Visage)