The point of the Universe is that there are no actual good guys.
Chaos is no worse than the Imperium itself. Chaos has its military base but it's also has its non military functions.
Khornate followers offer themselves in self sacrifice to their gods and are infatuated with increasing their fighting ability.
Nurgle followers tend to be the sick, the dying, wanting to do ANYTHING to live, and are taken in by grandfather nurgle, who makes them immune to their sickness and showers them with love. Nurgle is really the only guy in the entire universe that actually loves his followers and personally cares for them.
Slaneesh followers escape the harshness of the universe by throwing themselves into anything they want. They master the arts, they master singing, painting, beautification, and anything they desire to have a skill in.
While tzeentchians want to learn about the truth of the universe and the ultimate plan.
Compare this to the Imperium, who drafts millions and millions of soldiers a day to send to war, hive worlds of billions of people ruled by a single noble with absolute power over them with no governing structure and are slaves to his will. The imperium is allowed to destroy the population of entire worlds under the guise of protecting it from chaos, and the death of a billion citizens is merely a note in the millions of beaurocratic notes sent every second.
They have black ships that steal people and torture them, thousands people are kidnapped, tortured, forced to have surgeries without anesthesia and wallow in their own filth are fed to the emperor's shriveled husk every single day to keep him "alive". The inquisition has absolute authority and can kill anyone they deem a danger, with almost no oversight or reprucussions.
Can you really say the Imperium is much better than the freedom that chaos offers? Chaos offers freedom and safety. You are yourself under chaos, with no one that can really tell you what to do.