Why hasn't there ever been an attempt at a warhammer 40k fighting game? There's a ton of characters from named space marines, eldar pheonix lords, commissario, various ork weirdboys and warbosses. Hell, there could be a "guardsman" character who gets like 10 lives and is made of paper but can call artilliery strikes.

The only problem I could see is the size difference between characters like primarks and the ones that are more human sized, and that the prevalence of guns in the setting might result in a ton of zoners.