You could argue that the DO only punishes intentional betrayal rather than just failure. I mean the DO himself has apparently failed to break free for who knows how many times. That could make him more willing to tolerate it when a minion fails than your average evil overlord.

In the case of the women however, there was more there than failure.

Aginor
-----------------
Was killed by Rand but showed no disloyalty to the DO that I can recall.

Asmodean
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Betrayed the DO by helping Rand. It is actually quite possible that if the DO had managed to capture him, Asmodean would have faced punishment and torture far beyond even rape. However we know that Asmodean was beyond the DO's ability to bring back so he got away. His "escape" could actually have pissed off the DO a bit and been a black mark for Graendal.

Balthamel
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Like Aginor, did not betray the DO.

Be'lal
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Opposed the Dragon Reborn by trying to steal Callandor and got balefired. Both beyond the DO, and showed no disloyalty.

Demandred
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We don't know what he is doing, but he has shown no disloyalty.

Graendal
----------------------
I have yet to read the book so this is a bit iffy. However I do know that she deliberately murdered another chosen during a time when the DO was already running low and at a time when the end was imminent. That could well be viewed as betrayal more than incompetence.

Ishamael
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He has done much for the DO. And we and the DO both know that he is absolutely loyal.

Lanfear
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Helped Rand grow stronger and therefore betrayed the DO. And even more, there were several occasions where she claimed to Rand that she would be willing to fight the DO with him using the Choedan Kal. That is major treachery.

Mesaana
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She was directly ordered by the DO to go to the cleansing to stop Rand. It is possible that if she had, her presence would have made enough of a difference and the taint would still be there. Instead she knowingly refused to follow an order from the DO. Betrayal rather than failure. Especially since the forsaken who did go but failed utterly appear to not have been punished for that.

Moghedien
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Taught a lot of vital AoL knowledge to the DO's enemies. Major betrayal.

Rahvin
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Loyal and balefired.

Sammael
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This is a bit of a unique case since he was apparently loyal, but was taken out with the help of Moridin. It is possible though that the DO ordered this because he knew somehow that this would create the link between Rand.

Semirhage
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Was loyal, but as has been said, in her case it was not about actual punishment, but simply sacricing a pawn to achieve what the DO wanted.

So basically, betrayal gets you punished, while the DO understands failure.