It's a loose setting with very few 'facts'. Ones that spring to mind? No Grey Knight has ever fallen to Chaos.
Yet even that can be simple apocrypha. I
Given what they dabble in, and the general level of ignorance in the galaxy.... You can't say that just because GW haven't written it it cannot happen. This isn't an entirely pedestrian linear story we're partaking in.
If someone wants to do Chaos worshipping Tau? Why not? You don't have to be noticed by the gods to offer them praise, just as they don't need rewards to continue worshipping.
Likewise, Chaos Cults aren't necessarily destructive in their subversion.
Literally anything is possible in 40k. Anything. A more mudane example? I could run a pre-Heresy ally army for my Necrons, comprised of mind shackled Legionnaires kept 'on ice' for the past 10,000 or so years.
I could likewise run a Thunder Warriors army, with them having been spat out of the warp in recent years.
So to say 'well it's not in this book' is a pointless exercise in misplaced pedantry.