You are correct. Pdelta effect is computed for primary cases only. So you need to combine different primary loads with appropriate combination factors using REPEAT LOADs instead of using LOAD COMBINATIONs to get the proper pdelta effect for these combos.
Refer to the load case 3 in the following wiki which combines the vertical and lateral loads
Also I would suggest that you go through the following wiki which explains, in great detail, how REPEAT LOADs and LOAD COMBINATIONs work