although Iam a "die Hard" Puritan Inquisitor Imperial type I always thought the "lost & damned" was a really great idea & so fluffy from the many Black Library novels that featured them.
It gave a huge option for different units & I always enjoyed playing against them.
Fortunately our club which I help run are very accepting of non codex Armies provided they are based on old rules/codex/ WD lists etc so I can still clense the Imperium of those misguided scum (LOL)
Hell I just played a 1000 Sons Army based on the old Chaos Codex with Daemons etc. ( & managed to cream them to my suprise!) "For the Emperor!"