I understand they are damned, and they will lose their soul to the chaos gods, but what exactly does that mean?
As I understand it there is no haven for normal space marines, how is having your soul consumed worse than dying a normal death?
I’m sure there is some catch, but on paper it looks like they get a sweet deal.
Afterlife in 40k is poorly understood, both in and out of the universe. The few guys who are special enough to resurrect, one way or another, don’t seem to report a universally applicable experience.
We are given to understand that human souls eventually fade and merge into the warp, whether under the auspices of Emps or of other warp powers. But we don’t really know how long that takes (time is meaningless in the warp) nor what the process feels like. We can make an educated guess that it’s horrifyingly painful, based on the fact that if a living human enters the warp without a Geller field they meet a horrifyingly painful end. But it’s only really a guess.
However, there’s no need to wait for the afterlife to see Chaos worshippers pay a price. It’s never “yeah I’m exactly the same person as before, only stronger / smarter / tougher / sexier”. You’ll handily defeat your enemies thanks to Khorne, then slaughter your family in a fit of rage. Your visions will let you achieve your greatest ambitions, and will also never let you have a moment of rest. You’ll stop feeling pain, and you’ll eventually stop feeling joy or love too. You’ll feel pleasure greater than ever before, and you’ll have to look for ever more extreme pleasure to get the same kick again.
All of those “side effects” (but they’re really main effects) will lead you to double down and ask for ever stronger boons to deal with them. Make me a mindless berserk so I forget about the loved ones I killed. Give me ten brains so I can follow all those maddening clues at once. Put me in a hole to rot so I don’t see what I am missing. Make me feel pleasure from pain so I can tap into another source of sensation.
Rinse and repeat, until you either meet a grisly end to the laughter of the thirsting gods, or you become the one in a billion that ascends to daemon prince i.e. stops being human altogether and turns into a living concept.
Incidentally, this is why Abaddon is such a big deal. While we don’t know exactly how (ask ADB to get back to writing Black Legion books), he’s found a way to play the four gods against each other, so that he gets a bunch of boons from them, while they block each other from taking control over him. He’s much less powerful than he would be if he gave in and started to worship the gods, but he’s still himself.