There is a huge streak of sexism in the Warhammer games. I hadn't originally intended to bring it up but, yeurgh. Most of their toy soldiers are male, and the females tend to be viciously sexual and grotesquely exaggerated at the same time.
Actually...it's not Warhammer that's sexist, I think.
It's Game's Workshop that is sexist.
See, Warhammer 40,000 properties are made by GW, their book imprint (Black Library) and now Fantasy Flight Games. The Black Library books vary between being meh on the term of gender/sex/feminism to being surprisingly good (the Ciaphas Cain books are awesome, as are some of the Gaunt's Ghosts books, the ones where Dan Abnett remember that women exist).
FFG, though, wins fifty bazillion awards because, while GW was busy mutilating women constantly (the Gray Knight codex makes me cry many tears of anger-rage)...they were busy writing really REALLY cool fluff and stats for Sisters of Battle.
Playing a space nun of doom has never been more fun!
So, yeah, the practical upshot is that Games Workshop can fuckoff and die. Their IP is better in everyone else's hands.
EDIT: And, just for the people who don't know, latest GW codexes (a combination of rulebook and setting detail book) include space marines dismembering Sisters of Battle (the only all female army in the game, and their ALLIES) and painting their armor with their blood.
It makes even less sense in context, somehow.