This. A perfect summary of what the series is. From day one, we all knew the basics of this story and how it ended. The challenge was going to be making the characters interesting enough that you want to read it despite knowing what happens to them in the end. The defiant stand of the loyalists against the odds on Istvaan 3 was made all the poignant for me by the fact that you knew the characters you had grown to love over three books were going to die. It was the manner with which they met that end that mattered.
The whole point of the grimdark setting of 40k is that the good guys don't win. They survive, they cling to existence for another day in a probably futile struggle. It's also arguable that calling the mindless minions of the space marines who happily carry out the Emperor's genocide without pause for thought the good guys is stretching the thought of it somewhat.