Well that's pretty true in and of itself. The thing is that psykers are generally way more restrained in behavior. Psykers are rightly feared but also hated due to both misinformation and the practical effect of a psyker being dangerous by existence alone. They are the property of the imperium itself and are released by the throne to various tasks. Usually astropaths to enable the communication system of the imperium. Very rarely one is deemed strong enough of will to become an "Imperial Psyker". These are loaned to lords or Inquisitors or other worthies. 

They are then the responsibility of that person and their actions are also their responsibility. In this case Zhevon would be your handler and therefor executioner. An inquisitorial retinue would be tasked with observing any psyker in their group and executing them should they display any form of behavior against the imperium. 

As such psyker would never use their powers flippantly as any use of their powers could result in disaster and no psyker besides the Emperor himself is worth the risk of a demonic incursion. Psykers constantly walk a fine line between being destroyed by their power or destroyed by their allies. 

Needless to say using the power of the warp for pranks would be a one way trip to a shallow grave.

Two final points. Only a warp Wytch or other heretics would call their powers "Spells" and technically teleportation is outside the abilities of even the greatest of sanctioned psykers and actually jumping trough the warp without a full gellar field would do far worse than end you. No question.

[h1][u][b]HOWEVER[/b][/u][/h1]

This all supposes that the GM chooses to follow 40k in these areas. I do not intend to try and make anyone change anything. I want to be clear about how things are going to be handled however as it will change how i for one react to several things. No amount of rules, books and lore should/can ever take president over a GM.

Hopefully i don't come off as a dick here. I don't intend to be.