I mean, I dunno if I'm actually a 40K "fan" or merely someone who has huge knowledge of 40K lore, but personally I'd say that's actually, locally, absolutely fine for 40K!
Sometimes the "good guys" are good, and do win. It's just that it's always only in a specific place, at a specific time. I mean, there are actual "good guys" out there in 40K, it's just they're all smaller groups of larger factions which are not. I mean, on the whole, the Salamanders Space Marines are pretty good - they actively try to avoid civilian casualties, protect refugees, sacrifice themselves to prevent others having to die, aren't hateful fanatics towards xenos, and so on. But they're one Space Marine Legion among many, and one small force of thousands of people in an Imperium with trillions of combatants.
I'd say the people who that gives an aneurysm isn't actual 40K "fans" or lore experts or the like, it's the sort of 2000s through early 2010s-era very casual 40K "fan" who learned everything they knew about 40K from 1d4Chan or worse, actual 4Chan, and who thought the humourless, Imperium-centric, lore and vibes of 3/4/5/6E 40K was "the best", and is made confused and angry by 1E, 2E or 9E and later.
But your basic point is right - any game/setting can be played "wrong", for better or worse.
