Is that seriously what's wrong? Everyone is mad because my character can put out a lot of damage? It's 40k. Everyone has the potential of massive damage output. Hyper-advanced technology does that.

Hand the ogryin a lascannon-he's big enough to wield it like a lasgun-the space marine an eviscerator, and just put the techmarine in the same room as any of the dozens of flavors of Imperial heavy artillery. There, they've all got the ability to open up a landraider like a can of tuna. Don't get upset that someone could kill your character with relative ease. It says nothing about any weakness in the character. It's just a byproduct of the scale of the setting that any number of weapons exist in mass-produced numbers that could just kill any of us. Hell, the tech-marine has a plasma torch strapped to his back that could burn a hole through his armor like it was tissue paper, only to then turn him into an insta-cook turkey dinner.

Psykers aren't the end-all in the 40k universe. They're powerful, sure, but in a setting where Anyone can be. Their benefits are that they're versatile, and don't require technology and gadgets to function. Their negatives are that they require warp energy, are massive targets, and on rare occasions can spontaneously be sucked into the warp, head-first through their own ass.
Urgrugg, specifically, has the benefit of specializing in big, flashy, destructive spells. His negative is that he can't do small-scale at all. He's as dangerous as a tank, but also as subtle as one, all while being barely more resilient than any given human, in the terms of the setting.