Ryne has the Echo, she gained it from Minfilia. She lost control due to the aspects of Hydaelyn coming forth so strongly that she was essentially two primals at once.

In the cases of Yotsuyu/Tsukuyomi and Thordan VII/King Thordan, they literally bonded with the primal essence itself, so when you defeated them they died. The difference for those with the Echo is that their physical body remains separate from the primal entity. At least, that's how I took it.