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I don't know their lore exactly but from what I've heard it's that they are a pretty cool variation from other CSM.

Chaos is terrible, but a part of the theme of Chaos is freedom. CSM don't have as many strictures or dogmatic structure in their beliefs compared to loyalists. If you got a strong enough will, a glib enough tongue, a powerful enough fist, you can push trough your own views in your warband. While most will fall and die or worse, some will rise in stature trough their own power. There's at least the possibility for greatness.

But not with the Iron Warriors.
With the Iron Warriors you are a piece of fuel. And if you are not spent, but allowed to live, and given resources and men and power that is only because they need to spend you wisely. And it doesn't matter if you are a mortal cultist, chaos space marine, lord, champion or even daemon. You are a piece of the machine, you will obey, you will do what you are supposed to, nothing else about you matters.

Even the slaves of Khorne have a better deal than Iron Warriors. At least their master holds them on a long leash. Khorne cares not what blood they spill, only that they spill it. Iron Warriors would never stand for that.

Also a faction that is less grandiose can be refreshing. Horus or Abaddon or any other chaos champion might kill you, but they will likely hold some great speech about it. If not about you specifically at least about the world their invading. They'll cackle in glee. They'll enjoy their spoils. They'll have some fun with it. Iron Warriors will kill you because you are in the way, bury your corpse because it is in the way, then trample over your unmarked grave because they need to get to their next target.

It's a nice variety from the other factions. Nurgle warbands seem like their polar opposite.

Also their color scheme is lit.