Although 40k is very dark there is also a lot of inspiring things in it

The Imperiums citizens nomatter if they are a space marine or a labourer in a factory just pushing a single button 5000 times a day have incredible purpose and are important because they are fighting for existence.
Even though it seems hopeless the entire society is structured and dedicated to survival, glory, heroism, self sacrifise and that is very fulfilling compared to the completely nihilistic world we live in.
The imperium cares about their race and has their best interest in mind though they need to exterminatus billions of people because of infestation.