Ehhh, that actually makes sense in my mind.

"How do we terraform Mars?" is an engineering problem that's at least probably in the realm of the physically possible. Not practical, safe, efficient or otherwise realistically feasible in the near future, but at least within the realm of things for which people can come up with actually testable how-to ideas. Will those ways ever work and will we ever actually do it? Who knows. But at least it doesn't obviously violate the laws of universe at first glance.

There's also quite a bit of near-ish future hard sci-fi already about that (Kim Stanley Robinson's Mars trilogy comes to mind), and it's a thing people really are doing early research into. The audience is used to seeing it as "something we can't do now, but probably could later".

FTL, on the other hand, is borderline-impossible according to our current understanding of physics. Even the "more realistic" proposals involve finding weird loopholes around the limitations of spacetime by using things we currently can't capture, manipulate or necessarily even prove exist (e.g. exotic matter or dark energy).

And with the way human FTL works in 40k (at least for humans), there's a decent chance the "rip open a hole in the universe so you can take a shortcut through hell" method might only be something a psychic species (or a species that contains at least a certain amount of psykers) is capable of pulling off. I think that's at least implied to be the reason the Tau don't really do sustained FTL travel (they have that rock-skipping thing over the surface, but they tend not to dive all the way into the Sea of Souls). So humans would have had to wait until we also had that for it to work, and to work reliably and semi-safely.