High templars themselves have not embraced the khala any more than a Zealot. It's just that their psionic powers are higher than that of your regular protoss. But it is true that the Dark templar are not part of the Khala as they are afraid of losing their identity in the process.

The Khala however does not provide with any special powers or so but rather allow the protoss to train their own powers much safer by providing with a "guiding light" so to speak.

Dark templrs should be able to harness the same powers as that of their light brethren but would have to do so without the guiding light of the Khala and so with much higher risk of accidents and so.