From the description of the "Eye of Terror" we know, that this is a relatively new phenomenon:
The Eye of Terror is not a naturally-occurring astronomical phenomenon. The Eye was created by the psychic shock wave that accompanied the birth of the fourth Chaos God Slaanesh, the Prince of Pleasure, during the Fall of the Aeldari over 11,000 Terran years ago.
At the same time, we know that the pylons are much, much older:
The mysterious pylons of Cadia have stood since long before the coming of Man to this remote world. But their ultimate purpose remains a mystery. It is currently believed by the savants of the Imperium of Man and the Eldar Craftworlds that the pylons were erected over 65 million standard years ago by the Necrons during their ancient war with the Old Ones to serve as a defence against the psychic abilities of the Warp which are the Necrons' only real vulnerability. The pylons essentially act as anti-psychic field emitters, restricting the activity of the Immaterium in proximity to them.
We know, that the Pylons were quite efficient in keeping the Eye at bay and almost closed the Eye of Terror during the 13th Black crusade. But why have they been put there in the first place millions of years before? Was there (before the Birth of Slaanesh) at this region already some sort of natural vulnerability?