Miltonian: Because, ultimately, you feel that you have been unjustly treated and your feelings of frustration boil over into open rebellion. This makes sense as an explanation for the actions of Horus and his comrades (which, let's face it, is a cheap knockoff of the Paradise Lost story anyway) and, perhaps, for chaos space marines. You feel betrayed because you are not accorded the accolades you know you deserve, and you become capable of monstrosity as a result.
Orwellian. In Orwell's famous 1940 review of Mein Kampf, he said:
[Hitler] has grasped the falsity of the hedonistic attitude to life. Nearly all western thought since the last war, certainly all ‘progressive’ thought, has assumed tacitly that human beings desire nothing beyond ease, security and avoidance of pain. In such a view of life there is no room, for instance, for patriotism and the military virtues. The Socialist who finds his children playing with soldiers is usually upset, but he is never able to think of a substitute for the tin soldiers; tin pacifists somehow won’t do. Hitler, because in his own joyless mind he feels it with exceptional strength, knows that human beings don’t only want comfort, safety, short working-hours, hygiene, birth-control and, in general, common sense; they also, at least intermittently, want struggle and self-sacrifice, not to mention drums, flags and loyalty-parades. However they may be as economic theories, Fascism and Nazism are psychologically far sounder than any hedonistic conception of life. The same is probably true of Stalin’s militarised version of Socialism. All three of the great dictators have enhanced their power by imposing intolerable burdens on their peoples. Whereas Socialism, and even capitalism in a more grudging way, have said to people ‘I offer you a good time,’ Hitler has said to them ‘I offer you struggle, danger and death,’ and as a result a whole nation flings itself at his feet. Perhaps later on they will get sick of it and change their minds, as at the end of the last war. After a few years of slaughter and starvation ‘Greatest happiness of the greatest number’ is a good slogan, but at this moment ‘Better an end with horror than a horror without end’ is a winner. Now that we are fighting against the man who coined it, we ought not to underrate its emotional appeal.”
(Try to imagine a journalist saying anything remotely as thoughtful or important today.)
Need one say more than this? The Imperium offers (apparently) a quasi-feudal social structure in which many people can expect only at best a life of drudgery in return for physical security. Worship of the chaos gods offers "struggle, danger and death", and so some people - perhaps the populations of entire planets - embrace it for that reason alone.
Burkean. There is a kind of implicit social commentary running through Games Workshop games - although it is a very Anglo-Saxon one. It says, roughly, that class structure exists and is grossly unfair and has all sorts of other negative consequences, but overthrowing it is worse. You have a choice between the present feudal order and, both literally and metaphorically, chaos.
But it would hardly be surprising if some people didn't turn to chaos in that context, just as some people turned to Jacobinism and untrammeled blood-letting during the French Revolution or violent anti-clericalism during the Spanish Civil War. If the current system is shit, radicalism begins to appear sensible, and in the Imperium, radicalism = chaos, QED.
Murphyist. Occasionally in life there pops up a special brand of psychopath who, through personal charisma, is able to convince people around him to not only commit heinous acts but to enjoy it - to embrace darkness. The classic example for me is Lenny Murphy, leader of the "Shankill Butchers", a band of loyalist paramilitaries who cooperated to torture and murder at least 23 Catholics in and around the Shankill Road area in Belfast - ostensibly as acts of "terrorism" but more likely simply to satisfy Lenny Murphy's psychotic and sadistic impulses. Other examples would include Charles Manson, and John Bunting for Australian readers (Snowtown ranks up there with the most disturbing "Never watch again" films I have ever seen, but it is a really effective study in this phenomenon). What would it take for people to turn to the worship of Khorne? Answer: perhaps not all that much if they've not got much going on in their lives and a very compelling lunatic persuades them it would be a good idea. It's all downhill from there.
Don't worship any chaos gods, kids.