I've often said that if it weren't for the audacious awesomeness that the setting can invoke with it's chainsaw swords and whatnot, the game would be unplayable for how damn bleak it is.
40K is bleak and grim, yes...it imposes a very definite mortality on every faction within it and reminds anyone who plays the game or reads the books that there are much larger, much scarier things in the universe than us. That much isn't really new (H.P. Lovecraft, thank you)
, and given any thought on the matter, it should be apparent without 40K. And, yes, without the chainswords and bolters, and Inquisitors and Marines and Tech-Adepts, and the planet-destroying torpedoes and the population-ravishing bio-bombs, there would be a lot less awesome in the universe.
That's why humans have to fight so hard; we preserve the universe's supply of awesomeness. That's why we have
to include audacious awesomeness in 40K, why we have to have the fantasy realm of 40K at all. Because if we didn't, all that awesome would blow up the species, and then not even Khorne would have much fun in war.
Khorne, but that's it.