10 Chosen cost nearly twice the points of 10 Grimghast, twice those of Graveguard, and more than twice the points of bestigors. All of which get horde discounts. If you factor that you will "always have a warshrine", you should also factor that you will always have a necromancer for dance macabre on the undead options, giving fight twice in a much more reliable way than our Chaos Lord. Oh, and they also resurrect. The bestigors as you said, are way faster and can often t1 charge, while the Chosen will be trudging slowly across the battlefield or get teleported away from their synergies, and most probably fail the charge.
That being said, I am still tempted by them, but what really kills them for me are indeed those resin models. Were they just 20 points cheaper i might have considered converting them from Blood Warriros or such. But then I feel I would have to make entirely different lists to really build around them, and probably ditch all ordinary warriors.