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I don't think the big four can enter the material universe. They're not just powered up demons, they're the total gestalt combination of living psychic emotion as it shapes the warp.

Or another way to look at it, they don't leave the warp because they are the warp (or at least part of it).

As to why they don't beat the Emp, well I like to think that it's a combination of a) He's too badass and b) The gods like the current grim horribleness of the 40k universe just fine. Unhappy people generate power for the chaos gods.

I got it. so it's a unified vs. dis-unified deal. that's why it's a stalemate.

There are two sides to this coin. Chaos is unkillable as a matter of fact it is growing in power and I would argue cannot be defeated.

However chaos can be contained because it does not serve a unified purpose. Certainly there is some synergy - Khorne wants conflict and death, Nurgle wants pain and misery, Slaanesh wants extremes of emotions pain, ecstasy, pleasure whatever, and Tzeentch... well I am not sure but power and magic for sure and an unquenchable thirst for knowledge.