The Anathema was stolen from the Interex by Erebus, for the purpose of putting Horus in a fateful coma. Only such an advanced weapon could ever deliver such a mortal wound to Horus with a single strike. (Taken into account another Primarch later beats an Avatar with his fists, it sets the Anathema in perspective.)
I think the Anathema is a combination that often proves disasterous to the loyalists. Advanced technologi infused with the will of the the Chaos gods. The Anathema was, as I remember, designed to fracture, splinter, shred and leave fragments in the victim, only to replenish itself as if of living metal. A blade like that, if cursed, would not only leave fragments but parts of the curse in the bleeding wound.
As the Anathema was destined to bring Horus to a coma, which in the end would turn him against the Emperor. It's possible the Entities of the warp would take such interest in it. The Anathema was later given to Fulgrim, to seal their pact of treason.
On a random note.
I don't think the Interex worshipped Chaos in any way. They were afraid of the entities in the warp. I always saw the Interex as if they had been enlightened by Eldar. Remember the Imperium did not even acknowlegde Entities in the Warp at this time, and Loghain is warned against them by the Interex Officer. As they try to warn the other Marines. But the Interex fears the Spacemarines and their militaristic approach to all things, they wish not to barge subjects that dispute them easily. So to me, the Interex learned to harness the warp better and fear the Warp Entities. If that was the Eldar or the Kinebranch, I can't say. Though I think Eldar.
I hope any of this makes sense... It's 7 AM and I forgot to sleep. hehe