I enjoy it because it's just so fucking big and full of itself, it's this massive entity that just has so much to offer. Somedays, I like joking around with how silly everything is, so I pull out my Orks and make it rain dice. Others, I want to watch my opponent get frustrated at my soldiers refusing to die, so I pull out Necrons.
As a technician who works with computers everyday, I appreciate the AdMech thinking people don't deserve technology when they see how the world treats it. As a big 'Humanity, Fuck yeah" enthusiast, I dig the 'rage against the dying of the light' that the Imperium stands for, and the refusal to bow to forces that embody the most evil of acts.
I love watching a dying species of space elves talk about how much they fucked up, but still fighting for one more day, and encompassing everything from court jesters to Egyptians to samurai. I like the little blue cowmen who think they have even an inkling of an idea of how the world works as they ride around in enormous mecha suits and make space-stalin blush with their communism.
I like genetically engineered soldiers who exist only to fight for their race, knowing full well their very existence is designed around, and built for war.
I like psychics who are a bigger threat to the galaxy than the planet-size spaceships they ride around it.
I LOVE that there's a space hell, created from humans rather than just another boring warpspace that's blue and makeshipgofastvrooooom
I just love everything the universe has to offer, all the literature, all the images, all the models. The community that debates what anything means, or if something even exists anymore, the self-awareness of it's enthusiasts that discuss pointless things for hours just to throw around thought experiments.
I don't love warhammer 40k.
I ADORE the warhammer 40k experience.