Actually, there's a very selfish element in joining the Ynnari. Slaanesh has a claim on all Eldar souls EXCEPT for the Ynnari. So that means the Drukhari joining the Ynnari no longer have the drain on their souls, which means they get to enjoy the full immortality of the Aeldar race without all the constraints of the Craftworlds OR the need to inflict suffering. So that's a huge quality of life improvement and, should they die, a (mostly) guaranteed get-out-of-Slaanesh-free card.
Note the reasoning of Her Excellence Lelith Hesperax in GS2, I suspect that's pretty widespread.
Ask not the Eldar a question, for they will give you three answers; all of which are true and horrifying to know.