Very good point. If your rules are too tight in that regard it's very much going to limit your creativity to some degree. GW clearly do not want to limit AoS, certainly in regard to creativity.
Khorne (or rather his sword) did make a brief and very destructive appearance in the Old World during the Endtimes. So it isn't totally impossible for the chaos gods to manifest.
On the OP I'd say that the Chaos gods were more representative of an Abrahamic God. In that they are individually very powerful but somewhat restricted to a separate plain of existence and will effect the world through their followers and indirect means rather than directly involve themselves in person. Where as the others are representative of a polytheistic pantheon like the Norse or Greek gods who are more limited in their scope of power but who do directly involve themselves with events.