>>149312072
>but why armor? is there some point in lore it refers to?
Not specifically, I don't think. Eldar survive having their souls sucked away to Slaanesh when they die by having them stuffed in soul stones that are on their armour, so maybe that's the connection, but I think could just be to reference Slaanesh's connection to the Eldar.

>why under the skin?
Well Slaanesh is about all things in excess, including beauty and sensation. Self-flaying is something is present in their mini design. One of the many kink/aesthetic things of theirs, basically.