They will certainly create a lot of trouble if they use the borrowed power to expose their relationship to the pathway of slavery.
This might be unavoidable even if the pathway of the slave is under the control of the master. In the short time that their slaves are given permission to borrow the power of the pathway of the slave, they might do something troublesome with it.
Legion also didn't want to share the abilities of the pathway of the telepath with them. Even though slaves can't use their borrowed abilities on their master, they can still use their borrowed abilities on themselves and might find a way to escape or cause trouble.
As for the pathway of undying, they don't want anyone to know that they are on that pathway, including their slaves. They want to keep it a secret that they are undying godclads, as that is related to their plan to become Absolutes.