Why do they play Khorne's game?

In preparation for BOYL I've been playing the best bit of Realm of Chaos - rolling up some warbands. As is my way I've been over-thinking the setting, rather than just enjoying the game as it's presented.

My thought is, it's clear why Khorne draws his followers to a big mosh in the chaos wastes, testing them to destruction, but what are the rest of them doing there? It's a question for stronger minds than mine how Nurgle or Slaanesh would test their followers to destruction, but following the theme of the Blood God (and presumably strengthening him in the process) surely isn't it?