The Primarchs were removed from the Emperor by Chaos when they were babies, over time each Primarch was rediscovered and reunited with the great crusade, each return triggering a large celebration not just in the legion but in the Imperium at large.
If the Emperor wanted to keep the presence of chaos hidden from the Imperium what where the people told about the loss of the Primarchs. They must have been told something if they knew to celebrate that his sons had been found?