It's not just the Eldar having "recently" been hit with losing their civilisation. It's also that the HH is about the fracturing of the Imperium of Man, the loss that represents. Showing everything that both factions do to one another in their aim to win. Adding xenos, any xeno really, not just Eldar, pulls away from that.
If the book is set in the GC, or even has some flashbacks, sure, I can dig some eldar, and other stuff besides.
But when I'm reading about the shattered legions attacking any traitor units they can, or the Iron Warriors slowly pulling back from the Ultramarins, trying to slow them from getting to Terra, I don't care about what Xenos are doing.