Uh why? We're not wearing the same color or symbol and there's no reason to assume that the local orks ever faced night lords.
Ok now that I thought about it I can see practical reasons as I'm guessing the local mayors wouldn't like the reduced independence and power in their cities and security issues but what are the theological problems?
Okay this is going to be a loredump of an answer, so I´ll threadmark it as an informational.
To answer this question, we need an exposition on how Luctus became the hellhole that you are based off today. During the Dark Age of Technology, a lab belonging to the military-industrial complex set up shop in the planet and started to develop chemical weapons to use against hostile Xeno species. The local Planetary Governor, being the exceedingly rare combination in 40k of competent and well-intentioned, didn´t trust the lead researchers when they swore that it would be totally safe and nothing could go wrong. As such she paid for the construction of underground bunkers for the planet´s population to take refuge if (when) the weapon blew on everyone faces. And this wasn´t a Vaul-tec situation, where the Vaults were an ill-made cage for human experiments that could only house a minority of the population. These were, and are, vast bunkers that could house the totality of the population in a self-sufficient manner for an indefinite amount of time, built with the best tech that Humanity had at that moment. And because she knew that the voters would never agree with paying it with their taxes, she paid it from her own pocket, going from the richest woman on Luctus to drowning in debt.
Of course, all of this proved to be useful when the Cybernetic Revolt began and the Abominable Intelligence in charge of the weapon´s facility thought that the best way of purging all the meatbags was to detonate the weapon on the planet´s atmosphere. Of course, not all the refuges were complete at the time, and a lot of people, including her, couldn´t reach a refuge in time. But it was thanks to her that around 50% to 60% of the population survived. And those people knew that the only reason that they were breathing was thanks to that woman.
Millenia pass, fact turns to myth, myth to legend and legend to religion. So the governor, whose name was forgotten, is now a messiah in Luctusian religion known as the Savior. Luctus was skipped by the Imperium during the Great Crusade due to no one suspecting that people still lived there, so they didn´t got hit with the Imperial Truth. It wasn´t until the aftermath of the Age of Apostasy and the Reign of Blood that the Imperium made contact with the Luctusian due to an Ecclesiarchy ship crashlanding on the surface. A party of Stalkers was nearby the crash site and managed to save the ship´s sole survivor, a young priest called Cyril Methodius, before the Mist or the creatures on the surface got to him. After recovering, Cyril started to try and convert the locals to the worship of the God-Emperor. At the beginning he failed, but then he started preaching that the Savior had been warned of the Mist arrival by the God-Emperor, and that He had ordered her to build the refuges to saveward the worthy sould of Luctus, arch of Noah style. He managed to gather a convert a sizable chunk of the population with this new creed and after a few decades, and a very low-key civil war, the whole planet turned into believers of the God-Emperor, with the Savior being turned into a local Imperial Saint. Centuries later, Luctus made contact with the Imperium proper and life went on until you selected it as your homeworld.
So the Refuges are not only the sole reason that Luctusians are alive, but also a key element of the local Imperial Cult and a work of divine mandate. Improving them or modifying them is kinda heretical to the faithful here.
Also, while political power is part of the practical objections, a big part of them is the situation of the Refuges. A lot of them had fallen over the years, either because of the air filters failing or due to Nurglite Cultist sabotaging them. Each time the survivor could be counted with one hand, and while some refuges were later reclaimed and rehabited, only a quarter of the Refuges are inhabited. As such, connecting all of them by tunnels worry people, because it could allow an accident or sabotage to wipe out a few refuges, or all of them, in one go.
I wonder if the type of Great Crusade era gear our master of the forge can make was dependent at least partially on our choice of bonii.
It was, to a certain level. For example if you have chosen the Tartaros-pattern Terminator Armor, you could have eventually gotten blueprints for it,but it would have required cashing in favors with a Forge World and at least 10-15 turns of researching.