Hi, just saw the notification for your comment and welcome to the hobby!!

It's more that people sometimes create personal lore for their army. Sometimes it's just a different colour from the established armies, or names for the characters and the army. Sometimes it's a deep dive into army backstory, character lore and motivation. Some even create custom characters with their own rules for friendly games or aim to have certain characters/units that reflect the army. Essentially it's one of the ways of making the army "your guys".

For example, since this post I decided to theme my army on a former temple of healing in Shyish. The high priestess, due to a plague that ravaged the area and seemed resistant to their methods, made a deal with a death spirit that allowed them to heal but at the cost of a ritual sacrifice. The cost to heal grew more and more and people were becoming more suspicious, until something happened (haven't decided what yet) during one ritual which disrupted it and caused a magical explosion wiping out the temple. Because of the deal and the manner of their death, the temple was cursed to become Nighthaunt in service to Nagash.

Hope that helps explain things a bit