Whereas your "normal" Chaos-worshipping world probably venerates different aspects of the gods (Khorne as a noble warrior, Slaanesh as an artist, Tzeentch as a wise prophet, Nurgle as a loving parental figure), if all you ever do is shoot people in the face with a bolter, you're naturally going to have a one-dimensional view of whatever gods you worship.
I think it's in Horus Rising, pre-Davin, that the Luna Wolves come across what otherwise looks like a well-ordered planet that's all for integration with the Imperial Truth. Until, that is, they have to give up their annual celebration where thousands are marched into the underground Chaos-infused chamber of death. Otherwise, the society looks pretty hunky-dory.
Not to digress from the OP too much, but your comment made me remember.
The White Zone is for loading and unloading only. If you have to load, or if you have to unload, go to the White Zone. You'll love it... it's a way of life.
: Cigarettes in space?
: It's the final frontier, Nick.
: But wouldn't they blow up in an all oxygen environment?
: Probably. But it's an easy fix. One line of dialogue. 'Thank God we invented the... you know, whatever device.'