@Pawlys Bartys:
That's just how the setting is. It started out as a satirical universe with the grimdarkness cranked up to eleven, then 35 years, hundreds of books, and thousands of retcons happened, and now the zany edginess and the decades of serious lore and narrative are forced to coexist.
want the best fun source of 40k lore? head look for the "if the emperor had a text to speech device" series. bloody helarious take on everything. to bad the 40k owners decided to throw the banhammer on any fan projects like that though.