The invention of new minor races for the Tau probably just comes from GW wanting to avoid tripping on other peoples' toes. Imagine they'd permanently throw Tau and Eldar into a single codex, for example. I mean, I actually *could* see this happen, but it makes Tau and Eldar fighting one another problematic, thus removing a possible battle setup from peoples' options.And then, besides the Eldar, who else is there we could even imagine as new members for the Tau Empire? None of the other factions really seems to be able to fit in there. At best they could have recycled the Squats, but these days Squats are handled as Abhumans rather than a separate race.That being said, there have been rules for Human colonies, or more specifically Gue'vesa warriors, in Tau space!In regards to the Ruinous Powers -- I do recall a mention somewhere of a bunch of Orks coming across a Nurgle shrine and mistaking it for one about Gork and Mork. They started to pray to it, then ... changed.-- source: 3E Codex Witch Hunters
I guess it's pretty much an exception, though. If I had to speculate, I'd say that the other races in question either have some sort of protection, a smaller psychic signature, or generate fewer emotional leakage. That, and 40k's history has always focused 90% on Mankind, so a lot of exceptions may simply go "unreported".
There's also the orks who ended up on a Khornate daemon world where each day the fallen were resurected to fight forever.
Half the oks tought they had found valhalla, the other half tought they'd found something better.
I think the reason the orks don't go for Khorne is because they already have Gork and Mork (wich may be evn specialy enineered into them by the old ones for the specific purpose of making sure the orks don't go BFTBG! )
and Khorne doesn't ake any effort to corrupt orks, because they are already doing what he wantsthem to do- start wars and slaughter people. He's like: " Yeah stir up trouble wich causes other races to become more warlike to defend themselves agaisnt the waagh. Keep it up boyz!"