WH40K is this dark future where it's perpetual warfare.. they sorta took the Tolkien-style races and moved it to the future plus added new scary aliens and whatnot. The concept that travelling faster than light has to basically go through hell (like Event Horizon, the movie, which is considered a spiritual prequel to WH40K) is really neat.

It's a neat universe. But to make a TV show everything would have to be custom made props, etc, as it looks like a gothic nightmare. There's nowhere you could film in real life that could be used as a set... so it's so very very expensive.