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That goes many places in an attempt to justify enjoying an authoritarian power fantasy, but ok.
I mean, my very nerdy answer is I don't want to, I just don't get a choice. I actively did not play Space Marines when I was playing the board game and they are by far the most boring faction, even if the minis look great. I am endlessly frustrated by their elevation as the default POV characters of the entire setting and miss the good old days when 40K at least pretended to be about PvP competition and had an incentive to keep a facade of supporting multiple sellable, playable factions.
We should get a Tyranid video game. It could be like the game Anarcute, but instead of wrecking up stuff belonging to corporations, you wreck up Space Marines and Tau and shit.
The Tyranids work well in strategy games which, of course, Blizzard clocked immediately. For other game types it's a bit trickier, and it still feels like "playing the bad guys".
It's crazy how much less of a factor the core concept of "fantasy races IN SPACE" has become for everything else, though. When Starcraft had the Protoss they stood in for the Eldar, which while still very much dicks and not-the-good-guys are still recognizable as a self-insert faction, but haven't been the main focus of a videogame adaptation, ever. The Tau then close the loop and slot in for the Protoss a little, but they are less of a PC individual hero thing. Pretty much every other faction they've focused on is either a variation on Space Marines or a monster faction for them to fight.
It kinda sucks. I liked 40K when it was all about "the future sucks and is full of dicks and you play them as they endlessly fight each other for no good reason". I am a lot iffier on "the future sucks and you play the space Christian Nazis who are apparently the least bad option, and if there is another we don't care about it because branding".
If the space fascists aren't the bad guy at least as often as they are the protagonists then you're not making a "grimdark future", you're making games about space fascists.