Well he just hasn't garnered the support of slaanesh or nurgle yet, though he has allowed worship or them in his warband to garner their attention.
He was first "contacted" tzeentch when he killed one of his champions and helped push him towards khorne; whose blood lust and thirst for power would push to betray his chapter.
He hasa gift from each of the gods as a sign of their support; he has 7 (or whatever tzeentches favorite number is) horrors bound to his chainfist since he is not a psycher himself and a a series of hexagramic runes which taints the weapon and giving it a tainted warp quality; he can also use it to tear holes in reality and allow servants of khorne to spill out
Chaos lord, the former first company captain of my chapter! He figured that it was too easy fighting for the imperium so he decided to join chaos to test his "immortality" and to become stronger. Note, he's over 10ft tall in his terminator armor and was the strongest marine in the chapter's history; he's kind of a greedy bastard -_-