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.
This had occurred to me, and for the upper echelons it may well be true. But I think there's more to consider than only the benefits. Being the number one target for their worst enemy rather being able to hide in shadows seems like a high risk situation for its payoff.
Originally Posted by Brother Lucian
One can then wonder why a lot more eldar hadnt become harlequins, as they wouldve had the protection of cegorach.
There's no definitive lore I'm aware of that describes how an eldar becomes a harlequin. It is hinted however that their may not be much in the way of choice involved.