Maybe they dare not use it since they have none of the protections against Slaanesh like the CWE do.
Can anybody remember reading the Torturer's Tale ages back? It was in one of the issues of White Dwarf. I think it seemed to imply that the Dark Eldar survive by... distracting... Slaanesh. Slaanesh is slowly sucking their souls out, Slaanesh's power is reduced in the webway. By torturing people (especially those attuned to the warp, like craftworld Eldar) the Dark Eldar would distract Slaanesh from the Dark Eldar, or something like that. I'm guessing a powerful psyker would be too easy for Slaanesh to find - who would then be able to drain the souls from anyone near the psyker.
There was one Dominator in the Gothic Sector.
It is written Kar Duniash has more Dominators.
From the "Ships of the Gothic Sector":
"Dominator class cruisers are far more common to battlefleet Ultima than Battlefleet Obscuras, the vast majority being built at the fleet base at Kar Duniash. The only Dominator class vessel serving in the Gothic Sector
at the outset of the war was the
Hammer of Justice under the command of Captain Grenfeld."
There's the evidence, although the bit I underlined does leave a possibility that other Dominators served in the Gothic Sector war.