Chaos is so much cooler in Fantasy.
Anyone can be a super Chaos guy. Even your neighbor. He's just gotta get out there and grind in the Chaos Wastes. He might become a Chosen, or a cultist turbo chad, or some sorcerer.
But in 40k?
Everyone HAS to be a Space Marine. Most of them even LOOK the same. And they aren't in it for the NORTHERN BARBARIANS Kino, its always about "WAAAA THE CORPSE EMPEROR".

It's even worse in Age of Shitmar. Nobody even knows what the fuck is going on there, feels like Blackrock invented the lore.