In the Warhammer 40k universe, everything has gone to shit – and I mean everything.
Technology has gone backwards (while still keeping space travel, somehow).
The only way to quickly travel from one end of space to the other is to literally go through hell.
Speaking of hell, daemons can pop up anywhere at any time.
And every alien race is made up entirely of complete assholes.
Even the Tau, who were originally the "good guys" when they were first introduced, had to be made evil because people didn't like it. They work for the greater good, but now they also have a caste system and use mind-control – and even then, they're objectively the least-horrible race out there. Eldar (space elves) are horribly racist, humans are extremely zealous and horribly racist, tyrannids want to devour the galaxy, and orks just wanna WAAAAGH blow up shit for fun.
It's a really good time, actually.

XENOS!