There are no Snipers because Space Marine Snipers are Scouts...and Chaos has few Scouts, I would imagine. It would be nearly impossible to get the right amount of dexterity and stealthiness that a sniper requires when wearing power armor.
I disagree that GW wants to make Chaos a close combat oriented army. I agree with the statement that they want their games to have both shooting and close combat.
Also...what self respecting Chaos warrior would hide behind rubble and shoot a quiet little gun? Even Tzeentch would rather do something more interesting if it involved one of his plans.
Then there is all the balance issues that others have brought up.