Why can't the chaos gods die? We've had examples of actual gods biting the dust (like most of the Eldar ones).
Time doesn't exist in the warp. By definition the Chaos Gods have always existed and always will. They are the warp and the warp is them. The Eldar Gods are different in that they were created intentionally (or at the very least, they seem to have been) and might have corporeal forms but even they they aren't necessarily dead they've just been consumed by Slaanesh (the fatality of that basically depending on your views of the Eldar gods).
"Look into my eyes, and see your death."
"Let them hate, so long as they fear."