Is there comic relief in Warhammer 40k?

If you can't see that, you're missing out on a large part of what makes 40K so fun. So let's remember that Games Workshop is a British company, and remind ourselves what British humor (sorry, humor) is like. From British Humor - Wikipedia:

British humor was formed by the relative stability of British society, with a strong element of satire aimed at the "absurdity of everyday life". Themes include class systems and sexual taboos; common techniques include puns, innuendos, and intellectual jokes.

British humor is full of strong irony and self-deprecation, usually expressed with a deadpan expression. The article also identifies common themes in British humor: sexual innuendo, irony, absurdity, horror, the surreal and chaos, as well as the absurdity of everyday life.

British humor is full of strong irony and self-deprecation, usually expressed with a deadpan expression. The article also identifies common themes in British humor: sexual innuendo, irony, absurdity, horror, the surreal and chaos, as well as the absurdity of everyday life.

The article also points out common themes in British humor: sexual innuendo, irony, absurdity, horror, surreality and chaos, as well as the absurdity of everyday life.

40K certainly has all of these (except the sexual innuendo), delivered with a quintessentially British deadpan.

The satire is wide-ranging: from the homeworld Arbites who imitate 2000 AD (yet integrated into criticism of British society), orcs who imitate British football hooligans, marines who imitate space-moving infantry and male heroism Ideals, Eldar imitating Tolkien's Eldar, the list goes on. "The Structure of the Human Empire" is a satire on authoritarian governments; the Tau Empire is a satire on benevolent governments; "The Church System" is a satire on the church - in the 40K legend, you can't shake a cat without encountering irony .

As for the absurdity... have you seen the Iron Hand, the original god of the Iron Hand? What about the Space Wolves, the soldiers on the starship who are knights, Vikings and Viking gods? Also a werewolf? You know what would make this cathedral even better? If it was also a spaceship that was miles long and fired torpedoes the size of skyscrapers! Or if it had legs and was A giant robot toting around! The most powerful tank in the Imperial Guard (a ridiculous exercise in concentration in itself) looks like a Nazi daydream, but from the interwar period!

As for the creepy... let me focus on two things. The first is chaos theory. In 40K, hope is evil (because it's Tzeentchian). Despair is also evil (because it is Nurglite). Anger is evil (because it is Khornate). Selfishness is also evil (because it is Slaaneshi). All possible reactions to injustice, in 40K, literally evil twisted entities of psychic power. This is terrible.