Thing is, they have no idea what Nate can and can't do - having him control Legion would theoretically give him infinite powers.
The Horsemen are arguably more predictable (though they probably do have some power-up), but given that the X-men don't actually want to hurt Storm, and probably don't really want to hurt the other 3 all that much (They are all brainwashed, and not to blame for their current actions) it probably complicates things.