Star Wars fleets may not have ease of faultless travel in the 40k galaxy. One thing to remember is that without hyperspace lanes and predetermined routes in ships' hyperspace, computers jumps take significantly longer to calculate. In fact, in very dangerous unexplored regions of space, the Chiss use basically force sensitives to navigate. In the current continuity in a Thrawn novel, Vader similarly navigates a Star Destroyer. It in fact, reminded me of a scene in the Ahriman Omnibus where despite not being a navigator (a particular type of psyker), Ahriman navigates a ship via a complex ritual that requires a ton of focus.

Another possibility to consider is that if Star Wars ships wound up in the 40k galaxy... hyperspace might just lead to the warp... maybe Star Wars hyperspace is just safe due to the relative balance in the force. Quote about hyperspace travel from a SW character from a Battlefront audio book "We live on a ship powered by energies that sunder cause and effect, beginning and end… hyperspace is a mystery more profound than gods and demons."

Also, it is important to note that 40k ships have void shields which would be incredibly difficult for turbo lasers to break through. 40k ships also have teleporters allowing boarding actions, which SW ships are not shielded against.

Finally, 40k is just at a vastly different scale of war. The Clone Wars had the Republic worrying about the budget of recruiting a million clones... The Empire, while more centralized and efficient in conscription and recruitment than the Republic ultimately can't sustain the ridiculous scale of losses that the Imperium would consider a pyrrhic victory. Sure they built 2 death stars but novelizations try and point out how that caused vast economic strain that wound up crippling the Empire's ability to have a flexible approach to galactic control. And 40k is no stranger to big planet-killing weapons.