I just think WH40k kind of fails as satire because the type of storytelling they need to do is basically incompatible with satire. Like they have this long running universe with sure this evil fascist state, but contrasted against literal gods of death and decay and demons, which naturally makes even the fascists seem good in comparison. Also you publish like 60 books a year about the adventures of space marines from a variety of authors that clarity of satire is going to be lost rather quickly.
It's very similar to the satire issues you get in Judge Dredd, it's like yea he's a fascist cop executing people for minor crimes but the world he is operating in is a crime-ridden hell hole so it's easier to see it as necessary. I think the take away here is that British people need to stop making post apocalyptic future fascist satire.
Dredd has outgrown his origins in a lot of ways. He's a product of Thatcherite England and so much of the banality and evil of the post-Reagan/Thatcher world has become completely normalized, so the satire doesn't hit the same.
Every satirical universe like this explicitly needs to end with a pan out through the fourth wall, showing some gammon fuck roleplaying his fantasy with his pants around his ankles.