Over time, Dark Eldar begin to suffer more and more from The Thirst. They develop an all-consuming and ever-increasing need to drink the souls of other beings.
It is postulated that the cause of this is the Chaos God Slaanesh, the Great Enemy of the Eldar, who leeches the soul-essence of the Dark Eldar while they still live. Dark Eldar drink souls to stave off this leeching - perhaps by sating the thirst of Slaanesh, or perhaps by replenishing the essence of their own souls with that of the consumed one. Slaanesh will also consume the souls of Dark Eldar whole should they die.
Dark Eldar are long-lived but not immortal; drinking souls has a rejuvinating effect that reverses aging, thus Dark Eldar need not fear falling into the clutches of Slaanesh due to death from old age, if they have a constant supply of souls. The usual source of souls are those of the many captives taken during Dark Eldar raids.