It is a game of your humanity peeking through the prison bars of an inhuman universe.
You cannot save everyone, you cannot save most. You probably can't even save more than barely enough. But you can rip who you choose to from that gentle night while you rage against the coming of the dark before that gentla dawn shines on you all.
The thread chose to be Iconoclasts, it looked at the universe that is 40k and, when give a choice, took an option that would let them fight against the evils within. Some may have just done so for the bonuses, others for the story, but the result is all the same; you don't want to continue with the steady rot of the Imperium, nor do you wish to fasten the demise of the galaxy. You want to murder everyone who gleefully does and save those who don't. And you can.
Will you have to choose who gets eaten and tortured by Daemons for centuries? Who will get to escape the bloodiest regime imaginable? Who will get the rare chance to behold a better future? Yes.
The questers did not choose a Quest of compassion, or kindness, or any other simple virtue. They chose one where they get to scream "Fuck You!" at the world of 40k. It is just that 40k can scream "And Fuck You Too!" right back.
And yet, here is a stick. There are five fuckers of Warp and Psykery. Take it, and start hitting them like a deaf man hits a bell, before they do so to you.