Chaos are not the good guys. Not even the Iron Warriors.
The Imperium are the good guys of Warhammer 40k. What makes them interesting is the fact that they are also, undeniably, horrible. If you dropped the Imperium into any other setting, they would be the bad guys, no question
But everyone in 40k is, at best, equally evil, and usually so much moreso it stops being funny and then loops back around to being funny again.
The Imperium's worst crimes are bureaucratic in nature, stuff like burning a world because you miscalculated the taxes they owed. Meanwhile you have the Drukhari turning babies into desk lamps that have no mouth and must scream.
"um kill billions of innocents and break our sacred oaths because you say so? uhh, no problem ma'am! we're the 'good guys' after all!" vs "a loyalist world is asking us to save them due to an oath we swore ten millenia ago? make that a priority. i love being the actual good guys"