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The eldar may not have been aware of the pylons.
The pylons were a partially built attempt to serparate the material galaxy from the warp. The project was never finished (for any number of reasons, and the fluff has changed a lot as well).
Chances are the eldar weren't aware of it, in fact the nature of the pylons may have meant the eldar couldn't sense it.
Cadia was settled by humans at some point. Another reason the eldar probably left cadia alone (we don't know how well the pre-fall eldar and golden age humans got along, but they probably were best kept apart)
During the fall, and the creation of the eye of terror, cadians regress to barbarian state. The eldar are destroyed.
Come the scouring the cadian system is made an imperial fortress, as it is a stable route into the eye of terror.
But its only after the fall and the creation of the eye of terror that the pylons have any active effect on the galaxy. So the eldar are probably aware of them now, but
A: they are in an imperial fortress
B: They are holding back the eye of terror.
So the chance to destroy them is passed;
Another explanation could be that a particularly forward looking farseer had the opportunity to destroy the pylons, but saw that they were more important if kept intact.
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