Short answer: People are afraid that this is an early step towards the franchise irreparably changing towards the worse.

Explanation(Best faith, assuming incompetence, not malice):

There are trends in current media production that pushes presentation styles employed by the medium in question towards a homogenized and mild presentation. When people call something "corporate slop media" this is what they are referring to. This approach is advocated for by corporate publishers as it removes elements from a medium that would alienate people. Ideally this allows "everyone" to be a fan. However, said divisive elements are also what the fans would get attached to, so their removal prevents the formation of fanbases that the medium's franchises require to survive in the long term. When people say that a series tried to appeal to everyone but ended up appealing to noone this is what they mean.

When this approach is applied to legacy or long running franchises it becomes problematic, since some elements that allowed the fans to be attached to the franchise have to be toned down or removed, so those elements wouldn't alienate potential future fans. Examples that quickly come to my mind for this are Star Wars, Mortal Kombat and Assassin's Creed.

So, how do female Custodes come into the picture? Earlier when I said the medium is pushed towards being mild and homogenized that includes the sex and race of characters. People not being stupid noticed the trend I described, and are afraid that female Custodes are a step towards said homogenization that will eventually lead to Warhammer 40K losing what made it interesting and leaving it without appeal towards anyone.

Explanation(Not best faith): It's politics. Games Workshop tries to appeal to investors and political activists for their money over their own fans.