The dark eldar need a constant source of emotion (normally pain) in order to prevent their souls being devoured by Slaneesh. the most common way that they get this is by raiding human worlds and capturing slaves, bringing them back to Commorragh and torturing them. however this brings with it a risk of the dark eldar dying after all even a measly human with a lasgun is still a person with a lasgun. wouldn't it be easier just to breed humans on site? Please note i am not talking about tube grown humans here, I am talking about humans that are bred the normal way just within facilities in Commorragh or an uninhabited world accessed by the webway.
I don't think food would be a major concern for the dark eldar being as they are the second most advanced biologists in the galaxy I suspect they can make a hydroponics bay. It would also allow the dark eldar to specially breed/condition slaves to be more susceptible to their torture.
the out-of-universe answer of course is that it would be boring if the imperium didn't have to contend with dark eldar raids but what about in universe?