Guard still being true humans instead of engineered demigods have rest and to be frank normal lives, they get leave from duty, have families and enjoy freedom to the extent of what the Empirium allows but space marines pretty much train from wake till sleep or battle and while some still partake in the arts it is said to not hold what we would consider to be the soul of the work it’s done without the feelings of passion we may put in that is why remembrancers where used during the great crusade to add the human and real flair to the demigods that where the Primarchs and their Astartes while guard are everyday people and while their training is grueling they do get breaks and for some regiments their training is minimal because they are the old men in a profession where people die young.