Life in the Imperium of Man is misery on a scale incomprehensible to our human minds. Ritualistic self-sacrifice is seen as preferable to existence. They survive because they became the monsters.

Give it a year.

Basically, the highly psychic eldar empire became completely consumed by hedonism to the point that a chaos god (Slaanesh) was born in the immaterium. This event created the eye of terror, a huge warp rift, which is a place where the real universe and the immaterium blend together