I'd disagree with Warhammer 40k having good lore.
Why the hell are we fighting with swords 40,000 years in the future?
Why are we even fighting on planets anymore? You massive starships are what would decide the war, if a planet resists, you nuke it back into the stone age.
How come man is still using cold war tactics (APCs etc) far in the future?
And don't get me started on those bloody stupid space marines who seem to have more miniatures then the rest of the 40k universe put together.
There are the odd melee weapons which have better penetrative power than other fairly common ranged weapons, but probably the most significant "justification" for it is that many of humanity's enemies gladly fight in melee and so it is logical for humanity to train and arm assuming that it will be likely they will have to fight back there. Bayonet drill is largely vestigial because no one soldier should expect to have use them but that would probably change if people had to frequently fight Iunno, ravenous hordes of super-fast crocodiles.
They do, actually. When the Imperium believes the planet will be lost/not worth the effort and can get the sufficent space force there in time, it will get Exterminatus'ed to kill all life on the planet.
Well, SOMETIMES
they use ridiculous giant fuck-off walkers. Does that make marginally more sense to you? (Technological stagnation is also a pretty significant theme in the Imperium)
That's practically nothing compared to how Age of Sigmar replaced Warhammer Fantasy. Literally killed off to be replaced with faux-spess mehreens
Seems like they're really trying hard to be dark and edgy, and it all comes off a bit juvenile if compared to other similar settings, like Tolkien.
Definitely what I usually hear about who don't like it, claims I certainly can't discount, but that's what I and probably a good bit find fun about it. I just take in all the CHAINSWORDS, COUNTLESS BILLIONS DYING IN THE HOPES OF THE OVERALL'S SURVIVAL, OPPRESSIVE REGIME FORMED OUT OF AN IRONIC RELIGION junk at once and chuckle.
Also, Orks are black comedy incarnate which might be more your thing if you find the seriousness the other factions give off to be impenetrable.