I have a theory on that. I believe that all Daedra may be "linked" to their respective Lord (Azura, Molag Bal, Maerhunes Dagon, etc.). I think that Daedric Lords somehow give their followers energy, they're dependent upon the power of their lord for sustenance. The feed off of their lords power/aura/whatever.
That would explain why Daedra seem to follow their lords blindly. Afterall, Daedric Princes have so many Dremora that they could easily overthrow them if they desired to.
Even if they thought they couldn't win, the honour gained defeated somoeone/something so powerful would be more than enough of an incentive.
Seeing as Dremora delight in battle, I doubt they would obey the Daedric Lords simply because they're stronger then them.
There has to be something they need from their Lord (IE their continued existence).
The Dremora appear to serve out of the desire for protection and a belief that their order creates a protective bond, but they make it plain that their service to Mehrunes Dagon is not an existential necessity and is not a permanent relationship:
The Oath Bond
We serve by choice. We serve the strong, so that their strength might shield us.
Clans serve by long-practice, but practice may change.
Dremora have long served Dagon but not always so.
Practice is secure when oath-bonds are secure, and trust is shared.
When oath-bonds are weak, there is pain, and shame, and loss, and Darkness, and great fear.
And some of the intelligent lesser Daedra are independent, almost to the point of being free agents:
I did note, however, that when Divayth Fyr sought a Daedra of a character like unto the Dremora, but of greater power, and greater inclination for independence and initiative, or solely as a master, he summoned Xivilai, who are like the Dremora in personality and temperment, except that they hate subordination, and are liable to disloyalty and betrayal when they feel they have not been treated with the proper deference and respect.
I don't think the link is of a nature that makes a lesser Daedra's continued existence contingent on maintaining the link to his Prince. They serve a Prince because they receive some benefit, but they consciously or unconsciously choose to do so. They would not starve the way the Tribunal was starved by long-denied access to the Heart of Lorkhan, but they would at least in the case of the Dremora be vulnerable to those that would prey upon them.