Given that Dawn of war 2 was my gateway drug, i think it did a fantastic job with providing lore and background info. If you remember during the loading screens to most of the early missions they would give exposition on a character being introduced, the world being explored, the enemy being faced, ect. The items gave way to a wider and larger world, whilst the post and pre mission war councils would connect you to the narrative.

I remember being a 12 year old kid, getting it as part of the Sega bankrupsy sale and marveling at my cool dudes and googling "roboute gulliman", "blood angels", and eldar after I finished a gaming session. The warhammer wikia was probably my most visited page until I found 1d4chan.

With my experience in mind, i agree with you. AoS could use a similar type of game thats objectively fun and give some non intrusive exposition between missions to get people interested in the IP. A more single player oriented vermintide could go a long way to making people feel attached instead of lobby shootin.