A 40k game should be like a Total War game with ship combat and more guns.
Instead of water it's space.
Regions are planets.
All the races are present.
Imperium broken into several factions (AdMech, diffrent Segmentae, Guard regiments, Navy, SM, Inquisition, whatever).
Eldar, Black Templar and Nids exist as self-sufficent fleets a la Gangus horde.
Imperium players will have to play a delicate game of politics and war. The High Lords and Inquisitors will have agendas and give you missions to follow, rewarding you with assassins, better war gear, machines of war, etc.
You will spend years amassing armies,
Fighting delicate space battles (it takes a fucklong time to repair a ship, let alone make a new one),
Wage complex campaigns by moving around dozens of regiments, and
Fight tactile battles in real time with anywhere from from a couple kill teams to past Apocalypse/Epic level)
All the features of table top games will be present:
Land and Air vehicles,
Drop Pod attacks,
Terran ranging from large expansive dessert fit for >9000 baneblades to hives fit for ambushes and close quarter fighting.