An early White Dwarf had an Orc waving a banner with Margaret Thatcher's face on it. The name of the early campaign 'The Enemy Within' was taken directly from an infamous Thatcher speech. The Battle of Dungal Hill in the Tragedy of McDeath was between Orcs and Dwarven miners, and the leader of the Orcs was named after the guy shutting down mines on Thatcher's orders and the leader of the Dwarves was named after the leader of the National Union of Mineleaders during the strikes that opposed that. Empress Magraritha was raised by the Sisters of Sigmar, and thus could be said to be a lady habituated to wearing iron, and with the backing of a shadowy cabal of neoliberals came to power in 1979, marking the beginning of an explicit dark age in the Empire's history. And her statue in the Konigplatz serves as a secret entrance to Altdorf's sewers, which seems to me to be a continuation of a long-running joke about Thatcher's grave.
This is a product of the soil that not just Warhammer, but pretty much every long-running tabletop franchise originally grew in. The counterculture of the eighties, which RPGs were inextricably intertwined whether they liked it (the widespread infatuation with goth, punk, and hacker culture and aesthetics) or not (being implicated in the Satanic panic, getting raided by the Secret Service), meant they had certain beliefs and allegiances baked into them. And a lot of the British 80s counterculture grew from the rotting corpses of the communities that Thatcher killed, so they very much had an opinion about her.