if those guys who follow Chaos or whatever are practically immortal, how would they not rule everything?
The soldiers are not immortal, however their souls technically are. When they die they go into the Warp, from there the Chaos gods can bring them back if they see fit to do so. This happens often with many of the Chaos leaders and generals who have some use whether it be bargains or just selling your soul to the gods.
Theoretically there are very few being in the lore that are truly immortal in the sense that they will never ever age. Space Marines can just live a really loving long time.
Well they just clone themselves anyways, so even after they die their genes create another space marine to replace them.
Yeah, the gene seed and all.