I'll be converting the Indomitus Assault Intercessors to be Firstborn Death Company, but other than that, I wouldn't touch them. Karhedon has said it basically - footslogging melee troops in a fast, jump-pack centred army will be lagging behind and for that, they're too expensive and have too little damage output you can get elsewhere (S4 AP-1).
Primaris DC also won't ever get the buff from Wrath of Baal, which I've grown quite fond of since in my last game I failed too many charges out of deepstrike, too often. I'll be experimenting with the WoB as soon as the new lockdown is over and have converted a Sang-Ancient to go with it.
Back to the topic: unless you're running a pure Primaris army for fun or lore reasons (even though a good chunk of the Blood Angels chapter was not present at DoB and therefore survived(ish) with Firstborn Marines), then I'd skip primaris DC. Even their Forlorn Fury move will only be 6" since you can't advance anymore.
Bladeguard veterans will serve you better as footslogging melee troops because they're generally tougher and have 3 wounds for whatever reason. DC need to get the charge off for Black Rage to trigger, and that is something footslogging primaris can't guarantee.