They have their free will (ish), but they are not free. They still have to conform to a totalitarian, theocratic dictatorship, and should they step out of line by an inch, they are dead for treason or heresy.
Yep, it's really sad for 40k that they are still one of the nicest factions around.
In many cases, people who follow Chaos are free, because they do not have that oppression. A large portion of Chaos followers (likely the majority) don't follow any particular god, and are not the slaves you would make them out to be.
People in the Imperium are no more "free" than any Chaos follower, but at least a follower of Chaos can make his own way in the world, choosing his own path, rather than being in a state, as many Imperial citizens are, of being a near-endentured worker.
Maybe they don't have that special kind of oppression. They have the rule of the strongest. Look at the possible goals of Black Crusade.
"Games set within the anarchic Screaming Vortex are all about power. The player characters seek to gain dominance over their rivals, earning as they do so the dark blessings of the Ruinous Powers."
Yes, you can choose your own path. If you are powerful. Otherwise? Well, if someone wants to wear your skin as a cloak on an Imperial world he will be hunted down (with a bit of delay depending on your importance). On a chaos world? Wearing skin becomes fashionable, as long as the people you skin can't defend themselves. And people who stay between all four chaos powers not being as crazy as the ones who focus on one, well that doesn't really speak for Chaos, does it? And I don't think that more loyal Space Marines turn traitor then traitor marines leaving Chaos has to do with Nurgle's awesome dental plan.
Of course though, almost all the fluff previously released is from a pro-Imperial/anti-Chaos perspective, which just reinforces the belief that Chaos is, and always will be, evil.
It's not as if Chaos-worshippers would be nice to each other. The other traitor legions turned on the Sons of Horus to get Horus' body etc. It's that way from a pure chaos view point (Codex Chaos Space Marines, Chaos fluff from BFG etc).
I also note that you justify what the Imperium does (re: Emperor eating souls, etc). Why can't Chaos make the same justification? If they do, they are no more evil than anyone else.
The difference is that for the Imperium the ends justify the means. For Chaos the ends are the means. The Emperor eats souls to stay "alive" and keep the Astronomicon running (even though I have no idea how the Imperium navigated while he still wandered around.) Chaos eats souls because they are tasty and nourishing. The Imperium destroys worlds to deny Chaos access to human souls, Tyranids to biomass etc. mostly after other, more conventional, defenses have failed. Chaos destroys planets because it's an easy and effective way to kill large groups of opponents. Don't get me wrong. I hate the Imperium. I wouldn't shed a tear if someone would blow up Sol in the 40k universe. But it's still the lesser of two evils.
In short: Name one non-evil Chaos God or Daemon and we can talk.
That's an interesting an funny question, because I have been wondering for a long time.... What the hell were the Eldar gods? Avatars of Khaine count as demons for rule purposes. In the Codex chaos demons there is seemingly a story that Isha survived Slaanesh's birth, was taken prisoner and later "freed" by Nurgle and now is caged next to his plague cauldron and whispers the cures for the plagues into the warp. Now you could argue that Khaine is evil, and that he's not a full god anymore but did he ever mutate Eldar? And as what would an Avatar of Isha count? Is demon just a label for beings from the warp like what works against "witches" works against all psykers? Questions over questions.