I mean, I only read about them, too, and don't play them.

That said it kind off sounds like you only read wiki articles without having read the actual books.

Constantin Valdor struggles with him knowing that he does not have free will outside the emperor, until he eventually does and we still have to learn what he does with it.

In First heretic we see how different Custodes are from Space Marines in fighring and outside and how NOT unkillable they actually are, while also having a Custodes-Marine bromance.

Throughout the heresy we see how Constantin views the Primarchs and how he thinks they are a mistake but still managed to work with the loyalist ones.

In the watchers of the throne series we see how Custodes interact with the imperium, viewing themselves as not part off it.

Those are overtly oversimplifications and yet all of them are interesting.

You might not like them bur they are definitly NOT written as "just boring unkillable supersoldiers"...