They're starting to realize that the galaxy is a much, much worse place than they ever imagined.

Now that they're a few thousand systems strong, they're starting to run into the Horrors Beyond Space. Taking systems from the Imperium has ironically eroded the buffer that (somewhat) sheltered them from things like Chaos or Dark Eldar. Their technical knowledge is worse than useless against Chaos, pathetic in face of the Eldar, and the Imperium is still massive enough that they can't fight it head on.

Orks and Tyrannids have always been a problem, but now they're a much, much worse one than they realized.

And, of course, there are also the Necrons.

Without native psychers, the Tau ships are limited to very slow FTL speeds. They have been experimenting using assimilated human psychers, though, but those numbers are still limited and concerted breeding programs don't seem to have increased the supply or power of those abilities in any significant way.

Basically, the Tau are in the midst of a slowly dawning horror about just how hostile and crapsack the galaxy is, and how ill-prepared they are for it.