How credible Ynnead is debatable, as is how old Slaanesh is as a being. It's implied in places that Slaanesh existed way before she was ever 'born' and may of engineered her own birth. The Eldar are not all seeing, nor all knowing, it's why the screaming cage was such a big deal...they don't actually know that much about how Slaanesh works and the tome they created needed to be turned in to the Black Library so the Harlaquins could reassess their situation. Ynnead is merely a sparkle of hope, but Divination is neither perfect or accurate. It wasn't entirely right about Argal Tal, and even the Fateweaver can be outsmarted and undermined.