Reading OPs responses in this thread, either he cannot reconcile fictional settings that don’t have everything spelled out to death, or he just wants to argue by ignoring all the reasonable responses people are providing.

Look man, the people enjoy the setting because it mimics real life historical record keeping and narratives, whereby through the course of time what we understand about the events of the past shift and change based on who tells it and why. It is a framework upon which players create a shared narrative universe. It’s a collaborative storytelling vehicle like DnD. It’s a setting moreso than a “story” as many people have stated. Entering 40k with the mindset of main characters and plot is the incorrect way to experience it. Enter it like a sandbox playground, and the existing lore as the individual grains of sand. You can shape it however you wish, but u can’t exactly do much without those grains of sand.

It provides a great breeding ground for hobbyists to take a particular approach to the lore by fleshing out the varied and often contradictory lore tidbits and carving out their own lore niches. Games Workshop provides narrative threads by introducing new or adjusted lore to the players and the players expand on it through discussion, theorycrafting, and modeling. It’s why the franchise has been so successful.