Oh yes, I'd love to run the risk of never re-emerging for no apparent reason and being devoured forever by the Ruinous Powers, or maybe coming back out and mutating into a Chaos Spawn while in bed with a lover. Could be fun for the first five minutes, but then the appetite and mindlessness kicks in.
Then again, in this point of W40K history there are insufficient humans (and psykers) for the Chaos gods and demons to have even been conceived. Hell, the Eldar are still at the height of their power, and only just beginning to decline into abject and most horrific hedonism. The Webway is still whole and unsullied by Slaanesh.
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