It's simple logic of what the gods represent. Khorne is all about the blood and death, so reds and do to it's relative evilness it's dark colours. Nurgle is basically death and illness so dark greens. Tzeentch is incredibly mysterious and is easily defined as evil so that covers a good portion of the spectrum not used as long as it's dark.



Slaanesh covers the part of self-indulgence, luxury things are often brightly colour so by following that some Slaanesh follows do look colourful.