Lucius is fun because he shows exactly the curse of Slaanesh. Lucius wants to be the perfect, best swordsman in the galaxy, so Slaanesh makes him immortal, but the trick is that because he reincarnates inside his killer... he can never prove himself actually better than the one who bested him, because he can never get a rematch to show his growth. He's robbed of that chance, and thus he is stuck with the sense of "What-if". He has to push himself more and more and more, forever.
As the saying goes, Lucius isn't even the best swordsman in his own armour, let alone the galaxy.
Undivided Champions don't turn to Chaos Spawns at a higher rate than those worshipping one Chaos God actually. Any failure in the eyes of their patron deity can actually trigger Spawnhood. And any Undivided champion can be raised into a Daemon Prince by any one of the Chaos Gods... it's essentially offering yourself to whoever calls dibs out of the four. Undivided is actually by far the most reliable option... so long as you are a good warrior and not a coward or a complete idiot. It's the best path to power for anyone who understands the danger of drawing attention from the Gods. The Gods protection is also Spawnhood waiting to happen... if they see you fucking up.
I'd argue slannesh is worse as you get more and more numb to the high you get following slannesh until your stuck in permanent withdrawal as nothing can statsify it anymore
Thousand Sons were very much in a “damned if we do, damned if we don’t” scenario with respect to the disease liquifying their innards, which is precisely the sort of desperation a Chaos God would seek in its prospective followers.
Undivided is actually the underlying force that keeps chaos in line. When undivided is ascendant, even the gods (who are diametrically opposed) are forced to work together. Also, undivided gives more freedom to its followers while also providing them with power. Yes, you don’t have a patron protecting you… but the thing is there’s preciously little will to protect with the chaos gods. They do it for exceptional champions. When they fall, the vast majority of their followers only hear the laughter of dark and uncaring gods.
Everyone forget another appealing quality of Nurgle's gift - life. You will look at decay as a beautiful universe of diverse and thriving life. And this universe is you.