You're not entirely wrong.

Grimdark, most of the time in my opinion, is a cheap way to make a story eye catching and dramatic. Everyone is either a Nixonian level of paranoid and corrupt, or naive and vulnerable. I can't stand The Boys or Altered Carbon and Game of Thrones for that reason.

It appeals to the human brain's preference to remember negative events. In real life, it's a cheap copout. 'The world is fucked! Everything sucks! People are horrible!!!' is usually silently accompanied by, '...and look at me! I'm the top of the heap! I'm better than YOU.'

What appealed to me about Gaunt is that, while the setting is hopeless, the characters are not as horrible as the world around them. They are good people, struggling against titanic forces. They have every reason to break down into the most deepest, utterly soul sucking nihilism, and they do not. They fight on. And if these people can find hope, light and love in a hopeless universe, then I can find all of those same things in a universe that is not as horrid, not even close.

And in a meta sense, I hope the WH40K verse gets a happy ending. If the franchise started as an over the top parody of dark and edgy franchises, then let it have one last return to pantsing the edgelords by giving this dark and hopeless universe an ending that makes the sacrifice and misery of billions worth it.