Ok I was reading Path of the Seer, and a thought occured to me.
Rather than Slaanesh being the evil eldar soul munching beast, who loves his tasty treats out of pure sadistic pleasure, perhaps it is better to view Slaanesh is more a creepy obsesive ex.
Its like this the eldar excess gave birth to Slaanesh and Slaanesh gave the Eldar their wildest dreams, which admitidly was a bit freaky at those time. (Certainly freaky enough to give birth to a dark god.) But then some of His/Her parent/lover reject him/her for some frumpy dull thing. Slaanesh can clearly see that they are wasting their lives with her, they could be so much happy if they would return to Him/her! They belong to Him/Her, only Him/her can ever make them truely happy, and S/he will do everything in His/her power to bring them back to him/her forever, FOREVER!!!!!
I'm not sure its a much better prospect than the evil eldar soul munching beast.