My theory, as stated, is that Lucius believes there's no good reason Azazel should be anywhere near Xeph's skull with a circular saw. Every other implanted construct is, he hopes, at least somewhat justifiable, if questionable, but for what purpose would an unknown and apparently psychotic Apothecary want to get into another Space Marine's brain, considering the large quantity of metal that was just implanted inside him? In the paranoid mind of Mister Unwilling Thrall To Chaos, nothing good, and I hope that wouldn't be too meta-gamey.

Of course, the reason he wouldn't necessarily interfere prior to that point is because, whilst Space Marines are explicitly highly superhuman, they do also have vital organs, and if it happens that the organ designed to stop them bleeding out is horribly damaged, whilst they're bleeding out, then immediate surgery probably would be necessary to keep them going, and never mind the source of it. On the other hand, with no gaping wounds in his skull to date, chances are his brain's probably alright. There would be the matter of a massive Ork KOing him, but the denser skull would probably have taken most of the force from that, and as Jb stated, hairline fractures would probably heal over quickly enough.

Anyway, I'll get a post incoming soon enough.