I think one of the issue with Warhammer RPs is that it attracts people on so many different levels and different expectations.

Some people go in expecting a super-serious grim, dark experience; others because they just wanna shoot and slash things up in a cool action adventure; while others just go with a comedic, dark homur approach to the whole thing involving all manners of shenanigans.
Because a RP can't necessarily follow all of these effectively, it creates the danger of creating rifts between player expectations, and so people who may feel that their expectations are not met are apt to leave the RP.

There's also a great difference between people's knowledge of the lore of the universe, and I've seen many of the more experienced WH40K players often get ticked off and lack the patience to deal with players who potentially only have surface knowledge of the universe, and leave RPs if they don't feel their high standards are met.


Also, I dunno if it's right or not, but WH40K often lends itself to more serious settings; and from my experience, it is much more difficult to run a serious RP than it is to run a comedic one, as it seems to be easier to motivate people/bond with them in a comedic one :P

I'm currently in a Warhammer RP at the moment, and I'd say it's the bond of interest between the players that are really the key to its continued existence. 
That said, the mood is a bit light-hearted, and I dunno if it'd fly by the grim dark standards xD