40k is a very rich environment and you can have a really interesting and in depth story if your fellow players are up to it. After all, there were a few games about the universe, Dawn of War and Space Marine, both of which had deep stories of hardship, loyalty, betrayal and plenty of action. Thats not counting the books, which some of them from what I've heard are REALLY GOOD! I just think that most people don't see that side. All they see is the war aspect; The slashing, shooting and tearing apart of Orcs, Tyranids, Eldar and Men; so they loose sight of the story which is what should be the main focal point. Out of curiosity, how open is the RP? Are you allowing people to choose from multiple races or one race? Are they all on the same division or different squads? And what sort of motivational goal have you seen for the players?