He basically is Samurai Jack as far as what has happened to him and the results of his trek to find a way home on his enemies. The difference in acceptance is that Jack is a taciturn hero who tries his best to do the right thing, and is a fish out of water in the future. Draigo has zero characterization as we get all info on him from his word-of-god codex entry, and he's not a fish out of water - he might be in enemy territory but fighting daemons and telling Chaos to GTFO is what Grey Knights do.
Actually the part that confused me is that I went back and re-read his entry after posting that. He breaks his sword right before killing the daemon that flings him into the Warp. Why is he still equipped with the Titansword in his wargear?