From realizing that in a, 'its fantasy game' way I would agree. GW retcons like it is going outta style. But in-universe that makes things somewhat interesting. By messing with the fluff so much it has given the players the licenses to do whatever they want in 40k. There are so many contradictions in the fluff that it lets players pick and choose what they want to believe is 'real'. I think they have 'destroyed' their fluff continuity, but in doing so have created something fairly unique as well.
I'm not sure I could name another game or game system from anything that has the diversity that 40k in its lore.
On a Simpsons Related note: "I wonder if I can Cannonize a child." "Leaving!"
Sorry that has been in my head for hours...