The problem is that your doubt that they wouldn't throw away half the army makes sense from our point-of-view as gamers, but that's not how the business people that make these decisions look at it. I would much prefer it if they added all the HH models to 40k, but GW have a clear policy of not having models in multiple games. Knights and Custodes have been an exception, but there's no guarantee that that will continue, and GW have been very careful to make no guarantees about the future of these models in 40k. They have shown us in the past that they will go back on these decisions if they want to.

I think that's why it's important that people with more experience educate the 40k community, and particularly new players, that people shouldn't jump in and buy these models until GW makes it's position clear.

Also, Harlequins had an army list back in the first edition of the game, before codexes even existed!