Yeah, well, it's called 'fluff' for a reason.

The idea is not to take things too seriously (IE, how does the City of Executioners sustain itself?) , and just enjoy the game for what it is. It's not supposed to be a world you can fully immerse yourself in, it's just supposed to be a general background/theme on the race/faction being featured.

Also, the 40K books range from excellent (Ciaphis Cain series, Ian Watson's Inquisition Wars*) to utter crap (Blood Angels series, everything C.S. Goto). So, I think they pretty much count as neutral.

I myself enjoy the background of both games, although I tend to gravitate towards 40K more. Just my preference.

*Depending on how much you appreciate 2nd edition, and by extension, Squats.