I think because the ridiculous amount of lore thats been put into it over the years it essentially just touches on everything. It has army men, knights, mecha, demons, magic, cults, sci-fi, fantasy, etc. I constantly couldn't keep my attention on one genre at a time and left tons of projects unfinished, but 40k allows me to make diffrent aspects of my campaigns entirely diffrent genres. I can transition from Dead Space to Apocalypse Now to D&D to Star Trek to Mad Max to Conan and it all makes since because of decades of lore amd fluff to work with. Also, even though some people give it a grimdark 90s edgelord asthetic in their head, I always see it as campy 80s cult film in mine. It becomes what it needs to for other people. For the rpgs at least.