In fairness, it’s a game and universe that literally screams at you to do the crazy thing, and that thinking too hard is bad.
“No man who died in the Emperor’s service that died in vain”
“Blessed are they without introspection, for they shall know no doubt”
“Ignorance is the best defence”
“You need understand nothing to do your duty”
“Lack of faith is tantamount to treason”
“True faith is blind and justified”
“Let faith trample reason”
“Let not thy hate by conquered by fear”
“Doubt not thy strength whilst faith prevails”
“Faith conquers all”
“Faith needs no excuse”
“Heed not the whispers of the faithless”
“Duty is vital, understanding is not”
“A coward’s only reward is to live in fear another day”
“A pity it is that we can die but once in the Emperor’s service”
As Munky noted, the game’s systems really largely incentivize (or at least don’t inhibit) players from trying stuff they’re really not ready for, and that doesn’t feel like it’s out of place in 40k. Unready/incapable teammates feel like they’re as much a part of the universe and setting as the enemies.