To be entirely honest, this setting like many depends a lot more on the GM you have. I don't typically play things that dark, and the last campaign I finished wasn't too dark at all. I had the PCs fighting Necrons in a crypt beneath Mars one mission, hunting down a chaos cult in a living history Victorian London the next, and on the last they were fighting off an Ork invasion, culminating in a trek through a space hulk. It's all justifiable in-setting, and in general the system tends to run more like an action movie, as opposed to the more realistic approach I see in Shadowrun and Cyberpunk 20xx. This campaign I'm staying away from 40k though.
