I don't think that this is new? The whole shebang about Ynnead is not new to me even though I parted ways in--what?--the late 0's or early 10's.
Links to the Harlequins, the Eternal Matrix (did I remember the term right?), talk of "avatars of Ynnead", and relations to the Laughing God etc.?
No, Ynnead itself is pretty old school (hell, you might've been one of the people who told me about it for the first time), but them actually DOING something about it and driving the setting forward is obviously new.
I have absolutely no problem with Cadia, but "half the galaxy blew up"!?
Basically, cracking open Cadia ("The planet broke before the Guard did" became a kind of fandom mantra for a while. Good stuff.), destroyed the Necron pylon network around the Eye of Terror, and it sent a rip across the entire galactic disk, joining up with smaller warp storm like the Maelstrom and some others.
Everything on the far side of this "Great Rift" became known as the Imperium Nihilus, because the light of the Astronomican is hugely dimmed there, so many of the Imperial worlds fell into disarray or were picked off by Chaos forces or aliens.
[spoiler]

[/spoiler]
...escaped from Commorragh with the Visarch, who was also a former Craftworlder gone Dark Eldar.
Based purely on aesthetics I thought that they were going to come from a whole Khaine-based vibe, so fairy snuff.
Well, he used to be an Exarch, and then an Incubus, so I guess that's pretty Khaine-y, but no, not explicitly so. His blurb mentions that his armor is from some pre-Fall style, so make of that what you will.
...and creating the Yncarne, which is the Avatar of Ynnead, basically like the Avatar of Khaine. Sorta.
Anything happen to the Cegorach? Where to the Harlequins fall in with all of this?
I think Yvraine went to the Black Library and helped the Harlequins to resist a Chaos invasion, and then got some help with her quest, I don't quite remember.
Now they're gathering member of all the Eldar subgroups together and looking to gather cronw swords to take the fight to Slaanesh.
Typo clarification: is "cronw swords" meant to be "crown"? "Crone"?
Yes "crone", I just typed this stuff too late for good spelling, lol.
I thought "gravitic" technology was one of the things that made Eldar (at least initially) unique?
What are making the armies distinct in terms of play style and background now? As an outsider coming back, it just seems that GW is dogpiling all the cool stuff onto Marines and the Imperium?
I'm hoping that this is an incorrect assumption?
I don't know the exact IRL publication chronology, but I'm fairly certain that anti-gravity was mentioned in sources discussing the Dark Age of Technology even way back. Possibly the Great Crusade too.
At some point, when the Horus Heresy novels starting being churned out in serious numbers, I think we got examples of Imperial antigrav vehicles being used there (I stopped reading after book five, so I'm a poor source).
Then, Forgeworld started releasing Horus Heresy models, and we got a 30k spin-off game, and there several factions have antigrav vehicles (possibly as per the novels.) One example being the playable Custodes, for instance.
Then, the Custodes got an army in 40k, and we got an update AdMech army (which is really cool, actually, you might want to check it out). I'm fuzzy on the exact publication order, but I'm pretty sure both of these have antigrav vehicles even in the 41st millennium. This sorta makes sense given their elite and technical themes, respectively.
In there at some point is the release of the Primaris marines, and them getting antigrav vehicles, with it being "rediscovered" in the sense that the Imperium now know how to reproduce them and innovate on the designs, as opposed to just keeping 10,000 year old vehicles alive or whatever the Admech did previously.
That's about as far as I know.
If this makes the Eldar less unique I couldn't tell. I'd imagine they're still faster and squishier than Marines though, even if marines are... just kinda everything.