[Drax]

IIRC - the soul stones are there for the craftworld eldar to trap their escaping souls at death so that they can be placed within the infinity circuits. that is a collection of all the Eldar souls for each craftworld. the exodites do something similar to this, however they eventually place the souls within the 'soul' of the planet they inhabit.

the reason they do this at all is because since the birth of Slaanesh which was caused by the Eldar in the first place - upon the death of an eldar their soul tries to enter the warp. such is the richness and strength of the eldar soul that unlike the human counterpart, their souls do not dissipate in the immeterium but rather are consumed by Slaanesh, not only making the god stronger but also causing the soul eternal torture.

the reason the Dark Eldar do not try to avoid this is because they relish the thought.

there was an excerpt in the 3rd ed codex that suggested that Eldrad sensed something stirring in the infinity circuits of Ulthwe and that he beleived that with the death of the last eldar a new god would be created that would be able to kill Slaanesh and thus save the souls of those already consumed from further torment