That was the whole point of the Emperor's Children; they strove to be the absolute best at everything they turned their hands to, from war to weapon-smithing to art. Hell, Fulgrim once went to talk a planet into joining the Imperium with only seven of his Marines, just to prove he could be better than his brothers at the whole "compliance" thing. That drive for utter perfection was partly how Slaanesh came to corrupt them in the first place. He's the Lord of Excess, after all, and he can work with anything, including an excessive drive to be the best.