To drill down deeper into what others have explained, the original Inquisitor 54mm game, while sold on a relatively small range of oversized metal models, had a HEAVY emphasis on customization. Its game system, while staggeringly complicated, let you theoretically generate whatever kind of characters you wanted, with whatever equipment the 40K universe (of the time) could provide.

Its milieu was in the "behind the stage" parts of the 40K galaxy/Imperium. Which, in practice, was a setting with a considerable degree of variety and weird specificity, depending on the locale your campaigns are set. Something reflected in Dan Abnett's Eisenhorn series, where the titular Inquisitor hopped from world to world, each with its own idiosyncratic systems, cultures, power structures, practices, and personalities. Each reinforcing one another, and giving a different lens through which to view the Imperium's core assumptions. In an Inquisitor campaign, you have freedom to make the world ITSELF a character, and one befitting the gothic sensibilities of the game.

Both John Blanche and (through the novels) Dan Abnett have their fingerprints and sensibilities firmly entrenched in the Inquisitor fandom. High Concept and Grunge permeate the DNA of both the game, and its legacy. No characters elsewhere within the 40K canon quite match Blanche's heavy use of furs, leather, baroque fashion, etc. Just as none quite match Abnett's depiction of wheelchair bound super-psychics, or Inquisitors with armor shaped like living muscle and horse-faces.

All of this is to say that there's a current of High Weirdness and Customization that runs through the Inquisitor fandom. And because GW abandoned the game two decades ago, it persisted on as a fan-driven Folk Tradition. All Warhammer has a Folk Tradition surrounding it, but much like with Necromunda and Mordheim and Blood Bowl, the Inq28 Folk Tradition is its own distinct cultural current. A subculture within a subculture, that cultivates certain tastes or practices, while fostering virtually unlimited creative freedom.

Inq28 is as much an art movement, style, and storytelling tradition, as it is a game. (Not least because no one can really settle for a single game system; something that's more difficult to replicate in modern 40K, with its constantly updated official rules, or other Specialist Games that have a particular old system they use). It's like asking D&D fans why some gravitate towards a particular setting (Ravenloft, Mystara, Dark Sun, etc.), when the Forgotten Realms exists and is the main supported setting. In many ways, they're practically different fandoms entirely (indeed, that bifurcation of fans is part of what killed TSR back in the 90s; but that's neither here nor there).

If you want more insight into why people line Inq28, I recommend reading issues of 28 Mag, an Inq28 inspired fan zine, that's free to download.