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The Ad Mech are forbidden to even contemplate bringing AI alive again. After that happened with the Men of Iron, it's heresy.

The Dark Mech on the other hand are specifically dark because they wanted to delve into the forbidden knowledge. Horus lured them to his side by promising them that they could do whatever they wanted.

Now if they can do whatever they want, if Chaos is truly chaotic, and considering that it took thousands of years before the Men of Iron rebelled; wouldnt you think the Dark Mech would have cooked up a better machine spirit by now? Why doesn't your average chaos lord have some Rombas cleaning up his warband pad?
Why not build some new Men of Iron?

Two reasons; one, they'd need to figure out how, and two, they have something better.

The Dark Mechanicum is happy to mess around in an unwise fashion with dangerous and forbidden technology (in fact it would probably be in their mission statement if they had to), but they're starting from the same point as the Mechanius - as in, they have the descriptions of what happens as fractions of legends and warnings but they don't have any details - certainly no plans.

Secondly, if you want a self-aware weapons system, ship, or other piece of technology, they have plenty of choices for achieving it. A servitor-based brain works (the Ad Mech use it) but obviously it's stupid. Fine for clearing up the pad, though, and servitor-brained monotask roombas are probably already a thing.

If you need something smarter, bind a daemon into the device. Unlike a lobotomized servitor brain, a daemon is every bit as smart as a human pilot, and capable of limited violation of the laws of physics to boot. Anything you could want an AI for can be done with Daemon Inside (tm) technology.

They did in the beginning http://wh40k.lexicanum.com/wiki/Kaban_Machine
and found that somehow these mechanical daemons could be build in a more efficient way http://wh40k.lexicanum.com/wiki/Daemon_Engine

consider how complex an AI would need to be, meanwhile a demon engine you just build a shell and summon a deamon inside much easier, and the deamons presence would improve the machine in ways no mere science could replicate

Short answer: they do, but not very often for the reasons listed above.

The Kaban Project is the most famous example, but there are others in the roleplaying games (Rogue Trader).

It might also be a good thing to notice that in a high fantasy sifi setting like 40k the distinct border between AI and daemons becomes less defined.

 Exergy wrote:
...Why doesn't your average chaos lord have some Rombas cleaning up his warband pad?
Why not build some new Men of Iron?

They probably have built AIs and they probably do have Roombas cleaning up their heretek Forge Worlds, but Chaos isn't one big unified happy family. Chaos Lords who want Roombas are going to have to buy them or trade for them, and creature comforts (unless we're talking about a particularly civilized Slaaneshi champion or an excessively OCD Tzeentchian champion) are probably not high on their priority list. As for Men of Iron until we get Dark Mechanicum rules (which will still probably happen before the Battle Sisters) they're probably out there, we just haven't seen them on the table.

Also the Silica Animus is only one on a long list of tech-heresies, a lot of corrupted Forge Worlds are probably working on something else entirely. Some may have gene-spliced hybrid creatures sweeping up, some may use being bound to the vacuum cleaner as a punishment for rebellious Daemons, some may have super xenotech cleaning beams (now I'm imagining a Water-caste door-to-door salesman trying to convince a Warpsmith of the benefits of his Deluxe Ultimate Pulse Cleaning Laser Three Thousand).

It's too dangerous. Capable of more than a daemon once the AI is done with the technological rush the Dark Mechanicus would have. Also, not enough support to build something complex, as the Chaos warlords want powerful daemons, and even if this Dark Adept had support and capability. He wouldn't due to lingering fears from being taught that AI is bad.

Finally, it has been done several times with disastrous results. Just read "Tech-Priests of Mars", or what ever the book is. It has a station with AI. Also, just look at the Iron Men, and the Severed dynasty.