Everyone else covered stuff pretty well. I guess I want to elaborate more on the writing style of 40K:

The reason why 40K grimdark stuff is so fascinating and not just depressing is because humanity has spread so far, to countless untold worlds being found and re-found as the warp fucks up space travel etc. that the value of a human life is essentially NOTHING.

They live in such horrible fascist, imperialist control, surrounded by countless incredible enemies and dangers that most imperialist groups just wipe out groups of people (or even planets) that seem corrupted, or straying, or whatever else.

I think understanding the level of oppression for these people is tantamount to understanding the morality and characters of rogue trader. As a rogue trader, you are one of the only wildly privileged people in the galaxy. Everyone else is so used to existing in this deeply fucked hierarchy in this deeply fucked universe, that to understand them you need to accept this is how their lives are.

Sorry if that was too vague, but it is important context, I think. This is a universe where the value of a human life is infinitesimal.