At the beginning of the End Times in Warhammer Fantasy 9th edition, one sees that the Winds of Magic empower whoever it is bound to. At the very end of the End Times, everything is gone, swallowed up by the gods of Chaos, but there were few that survived: Nagash, Sigmar, Arielle, Teclis, Tyrion, Malerion/Malekith, etc. They've become beings of immense power because of their attachment to the Winds of Magic. So what I am aiming at is: Why is it that they were "underpowered" in the End Times, not able to stop Chaos, but somehow now are able to take on Chaos and become more powerful in Age of Sigmar?
The Winds of Magic at their most powerful is just a tiny bit of energy from the Realm of Chaos - so even in full command of a wind means little against the great powers of the Realm of Chaos.
I have always subscribed to the theory that Chaos does not actually want to win completly - they are more there for the game not the outcome - and this was even referenced in the ET by Slaanesh who regreted their victory
The "gods" in the new Mortal Realms are powerful entities but just one of many many such entities and all of them are tiny motes of energy compared to a Power of Chaos. Even Nagash and Sigmar were outmatched by other beings and had to unite to overcome or in some cases merely banish.
Alarielle was virtually gone by the time Sigmar intervened, the other gods hiding and or defeated. In truth the Chaos Gods welcomed the revival of the "gods" in the Age of Sigmar as they had, again virtually won and would have to start it again from scratch.
The biggest victory that the new Gods have achieved was to imprison Slaanesh who was still bloated and overwhelmed by over eating - and that took Teclis, Tyrion, Malerion and Morathi.....they can;t actually do lasting anything to Slaanesh and being imprisoned and tormented is not exactly something that Slaanesh is against....