Okay, do you like long, boring blocks of text? Because I'm going to begin a great ramble that'll take hours to make any sense of. It regards the style of warhammer as a whole and is entirely biased, do bear that in mind.
Let me start from the beginning; a fellow G+ member asked if he could post a link to the white Rose on Reddit as, if not anything else, a bit of a social experement. That post has (of now) had about 5,100 views, which for me was a bit of a shock, but what intruiged and amused me was the controversy over the style, which some people were calling "Nurgley" and "reminiscent of a charnel house" (I took them as compliments), which then kicked up a debate over how grim and dark the grim dark future really is. I won't bring up what they said, because none of their points were valid, just putting that out there now-- I instead will give you my own thoughts and let you decide for yourself.
I can't offer irrefutable proof and lots of references, I'm very sorry; I'm not going to say you are wrong if you disagree with my words, but if you don't like it please share it in the comment section; I'd be interested to hear.
To begin, lest us consider 40K's predecessor; Warhammer Fantasy battles (NOT AoS). At its inception it was meant to be a step away from the glittering heroics and hot pants of so much fantasy in those days; with John Blanche as the original illustrator it began on the right foot. It was MEANT to be grim, in every aspect, that was the style-- the gimmick, if you could call it so. How much clearer can I make this?
This was not some faerie kingdom full of abstractly benevolent kings and evil uncles, of unrelatable prancing princes doing battle with unbelievably evil sorcerers and dragons; the Old World was a realm of mortal men, of the subtle corruption and the dislikable protagonists found in medieval history. I could tell you that Oliver Cromwell should never have been beaten off by Charles II; he was disliked by everyone, but that's not to say Charles was faultless either. Mortal man. Mortal failings. WFB emulated this, but in its own, desperate and grim style.
A second thing on this note is the existence of the differing factions; they all have their bad points, but they all have something right in their motive. The vampire counts are striving to preserve their dying nobility; the orcs just want a bit of fun; the skaven are simply trying to survive-- fairly acceptable, if you ask me-- and you are given reasons to hate the world of men, to fight against them... You could just be an edgelord and say "being bad is good" but not everyone is like that. I knew a guy who collected skaven because he felt sorry for them, not because they were edgy.
BUT that's going off-topic. All that I said before so far applies to 40K also; dislikable "good guys" as people call them give you reasons to dislike them and play another faction; they are far more realistic and relatable, because nobody, not even the angels are perfect; and this is exaggerated by the style 40K is (or was, sadly) portrayed in. To me, arguing against the darkness in the human race is like saying that Jack Skelington should not have been portrayed in such a scary fashion because he was the protagonist. It's like saying Light Yagami shouldn't have killed L because L was a nice guy. It's like saying Batman is wrong because he beats people up. It's like saying Vampire Hunter D shouldn't have been a dhampir because they're nasty.
Think of the genre, the style the artists and the writers originally wanted. Think of the world around these characters. It might sound wrong just if brought up abstractly; "I read a story about a guy who beats people up," or "I read a story where billions of humans live packed into dirty hive cities," but again, consider the style, the lore and the world.
...However, let's not forget that warhammer in every aspect is an artistic thing. There may come a time where you may just sod all realism and go with your artistic taste, like placing a building on the back of your IK. It's terribly impractical, but it's artistically pleasing (to me, if not to anyone else). Your artistic outbursts are made acceptable by the exaggerated nature of the style.
Warhammer is dark, and it offers no hope, like its fantasy counterpart. That is how it was always meant to be. If it wasn't for the grimdark appearance, it'd just be just another sci-fi Starship troopers or Gears of war or Xcom; these stories on their own are quite fine, but they lack that darkness makes 40K different. Let me see, would you rather watch CSI or Saw? To be terribly blunt, both have police in them and people die in both; there's portrayal of death and likable characters die in both. What makes Saw different from CSI? It's a slasher flick. What would happen if it wasn't a slasher? I'd become another murder intrigue. Do you understand? If 40K wasn't a grimdark fantasy it'd just be a fantasy story...
Now that's a thing worth bringing up too; I believe 40K's genre is to be considered fantasy rather than sci-fi. I have no reasons why, that's just another irrational thought.
Point two: the existence of humanity. Some people don't like the idea that the Imperium is getting far too old and it's falling apart. While you could take this for pious ignorance, in its own right not a bad thing-- but I feel that's plain ignorance. Going back to the White Rose, someone said how they couldn't comprehend the fact that a knight house would let their IK fall to such disrepair. They don't seem to take into account the age of these vehicles, the knowledge lost in the ravages of entropy and, most importantly, the self-importance of humanity as a whole. Mankind is the master of the galaxy, and this far into the future they still believe so despite the disrepair, the ignorance and the depravities it has fallen into. Once again, the grim darkness is exaggerated by the style the 41st millennium has been portrayed.
The rapture has been; the Lord God of humanity has descended from heaven and taken those to Himself that deserve eternal life and has left those who do not to perish, far from his guiding light. Those that are left turn in desperation to the deeds of a mortal, deophobic man who taught, though his actions, that war solves all problems, and this belief has not held mankind together very well over the last ten or twenty thousand years.
Another thing is that some people don't even comprehend the scale of what a galaxy-spanning empire would be. Do you want a nice example of the true might of the Imperium? Read "Fire Caste" by Peter Fehervari. For those of you that have read it, you'll know what I mean. the Imperium is complicated, unbelievably complicated and vast, vast enough to treat whole worlds as a form of currency. When you realise that about 90% of the Imperial laity probably travel no further than the distance from their bed to the forge or to their nearest nethersken for their entire lives, you might understand the scale. There are whole worlds producing resources for the Imperium, but there are whole worlds more consuming that produce-- and let's not forget how resource-consuming war is, and THAT's been going on nigh-constantly pretty much everywhere.
I think I just rambled myself out... oh well, if you got this far without being confused, good on you! If not, I'm sorry for my ineloquence and lack of structure. What are your thoughts, what did I forget to mention? Do let me know!