Okay, I have a question: we know that the Imperium believes in purging the aliens, exterminating the mutants etc. But... do you think they are right to do so? Is it supposed to be the objective truth that the humanity cannot coexist with aliens and mutants - or is it simply the matter of the Imperium being misguided?
Most of the 'big' aliens are well, I don't want to say exterminating them is right, but you have to look at the big players.
Orks: A race utterly dedicated to war and killing because they see it as fun. Impossible to negotiate with.
Eldar: Farseers will gladly let a human star system burn to the ground to save a few thousand Eldar. Not impossible to negotiate with, but they don't like upstart monkeigh. Also, there are Dark Eldar and most imperials don't know the difference. Some animosity was garnered in the great crusade where Fulgrim slashed and burned many Eldar worlds.
Necrons: Either want to kill all organic life or take over the galaxy again. Pretty impossible to make a deal with.
Tyranids: Impossible to barter with.
Tau: Reasonable enough, but they clearly do shady and not good things to humans under their empire.
Now, there were the Interex who were humans who had close allies amongst Aliens, and other humans during the dark age of technology who allied with Aliens. The imperium wiped them out. Humans could work with some Aliens - but for the most part, the entire setting is skewed to where such alliances are meant to be fleeting at best, and the weak are consumed by the strong. And the Imperium wants to be strong, so aliens are killed on principle outside of ones that are harmlessly useful to them (The Jokaero)
Jokaero. Who the heck are the Jokaero?
Orangutan-like aliens who have a strange knack for building microtechnology.