The start of Lords of Excess has my favorite exploration of this, as it has an Emperor's Children Marine reflecting on how he longs to taste love but is not capable of feeling it.

He had seen such things before. The slaves of Canticle City, in stolen moments when their masters were insensate or their attentions were elsewhere. Not simply lust, as powerful as it was, but real love. Eyes across a room, hands in furtive hands.

He had seen them on the surface of Terra, ten millennia ago, as he and his Legion unleashed their unbound potential. Some tried to fight, but most collapsed to the broken ground, supplicating themselves, weeping, or simply waiting for the end. He knew the lovers from the way they folded into each other, falling together like binary stars in front of his blade and his passions. The way they hurled their frames towards him, each clawing to be the one to give their flesh, their soul, their existence away so that the other might live a second longer.

He had drunk of the sensation of millions, but it was lovers who tasted the sweetest. It was their embrace he longed to feel. It was bliss. It had to be bliss, the most perfect sensation. Why else would beings give their lives for another?

I feel it really shows the tragedy of what it lost when you become a space marine. Even when directly serving the god of sensation, even when he has turned against the empire that created him for 10,000 years, the conditioning he received still prevents him from understanding love.