See, I find it difficult to accept even the depraved dark eldar choosing to tamper with their race, with untouchables doubly so. The eldar, all eldar, see nulls as abominations. They have no soul - to a psychic race whose souls retain sentience after death, this is pretty terrifying. The only eldar without souls - Solitaires, who willingly gave them up - are shunned and feared even by their harlequin buddies.
Of course, an insane haemonculus (not that there is any other kind) could have created a few for insane reasons, which is perhaps the best justification for it, fluff-wise.
With regards to escaping Slaanesh, the eldar have their plan - Soul Stones, the Inifinty Circuit and Ynnead, and the dark eldar have theirs - be the strongest individual in the Dark City, don't ever die and feast on lots of souls. Selfishness is the defining factor of the dark eldar psyche.