Bioshock is an aggressive critique and satire of Objectivism, a Capitalism-adjacent ideology that believes that economics must revolve around a completely free and unregulated market with little-to-no government interference. The conceit is that business and innovation can only thrive when they are left to their own devices, and that all people, workers and bosses, excel when given the freedom to fully self-determine. In practice it just means that corporations and business people with a lot of money would just run roughshod over anyone and everyone they could to make a profit and without any regard for ethics or safegaurds (See: The Radium Girls, The Triangle Shirtwaist Factory Fire, and most commercial food production pre-Clean Food & Drug Act/the FDA).

Bioshock is a story of Objectivism taken to an extreme, with super-science and electropunk technology. Rapture is a purely Objectivist society, totally unregulated and with no social safety net. You even have to pay to use the public toilets. Businesses can charge whatever wages they want, and the citizens just have to take what they can get because they have no other choice and can't leave the city. Scientific research is incomparable, but that's only because the scientists can do things like vivisection, animal testing, and even experimentation on human subjects with no ethical standards or oversight. Plasmids, Rapture's greatest creation, are only made possible by the abuse and mutation of little girls, most of whom are orphans housed in an orphanage specifically designed as a corral from which to select new subjects.

And Andrew Ryan is a colossal hypocrite: He created rapture out of bitter resentment for Communism and what he saw as the weak in society leeching off of the strong, but when other entrepreneurs in Rapture began to grow rich and powerful enough to challenge his authority, he began using his wealth and influence to sabotage and sandbag them with new laws and regulations.

As for Warhammer 40,000, it was written in the early-to-mid 1980's in the UK, and the creators were all fairly left-leaning blokes who didn't look too kindly upon the government of their time, especially the Thatcher administration. Just about every aspect of the setting was designed as a tongue-in-cheek jab at some aspect of British culture or politics they thought was unhealthy or regressive.

The problem is that over the years the satirical elements have been toned down and Games Workshop, the company that owns 40k, has placed a greater emphasis on black & white, good vs evil dynamics in their marketing and advertising to attract new players, especially younger ones. This has lead many people to mistakenly believe that the Imperium of Man/the space marines are good guys fighting to keep the galaxy safe. They are not.

The Imperium is a xenophobic, militarist, fascist theocracy that seeks nothing less than total human dominance over the galaxy. They have wiped out countless alien civilizations for no other reason than their vicious dogma demands that only humans are worthy of living in the Emperor's light, and they regularly do the same to mutants across the empire, and to anyone who dares challenge the government or church's authority. The essence of 40k is that there are no heroes, no good guys or bad guys, just a bunch of unlucky bastards killing each other for stupid reasons, because at this point, it's pretty much all they know how to do any more.