40K is actually a brighter universe than our real life one. The Emperor might just win and make some sort of heaven on Terra for humanity, becoming a techpriest can make you immortal, there is an actual afterlife and source of free energy.
Meanwhile, we are doomed to be captured and tortured by Rocko's Basilisk in real life, and the universe is doomed to repeat in cruel cycles.
I disagree. The Imperium of Man is basically slowly inching towards its downfall with corpse starch (i.e. ground up corpses) being a common food for hive cities and the Inquisition being an ever looming threat for the populace. Not to mention that if you ever have have the misfortune of being near anything Chaos-y, you are often greeted by the Ordo Hereticus before your life is snuffed out. And considering that Belisarius Cawl frantically fell into prayer when confronted by a powerful AI core of old does show that the Adeptus Mechanicus are far from their power way back when, let alone any promise of immortality for the masses.
Psychic blanks have it even worse, as they might not even be connected to the warp, meaning they might just fade into nonexistence after their death. And overall, being a Chaos Worshipper isn't that great as well, as most citicem are not treated well, not to mention that the ruinous powers will slowly drive you insane as well.
Last but not least is that the end of the whole 40K in-universe might be overall crawling to an end, as the Tyranids might be unstoppable by organic beings (apart from possibly the Orks), so it might be that the universe-wide apocalypse is slowly inching closer, leaving only the Necrons behind after the Tyranids seek out the next galaxy to devour.
I'd rather choose the old boring life here in this universe any day over the one from 40K.
I'm just saying to make it clearer. Really what I mean is, the ruling monsters will want to claim us completelly, and violate us in every way for eternity (and not in a sexy way either).