An exodite world is by no means an easy target. They can call for help from the Craftworlds and an exodite world once almost managed to fend off a Hive Fleet with that help.

On the other hand being in a warp storm would make it the perfect time to attack the exodite world as Chaos can summon daemonic reinforcements with relative ease.

Anyways there aren't very many 'safe' zones when fighting capital ships. So if he was willing to fight he'd be willing to put himself into harms way.