Despite the fact that 40k is probably my all-time favorite game, or perhaps because of it, there will always be things that piss me off about Games Workshop and the strange business and content decisions they make. I won't pretend to have any experience running a business myself - in the end all I have is observations made from the point of view of a fervent consumer of their product.
As a show of good faith, I'll begin with a positive. The plastic kits that have been coming out of GW for the past couple of years are a great innovation. A while back I read that they started some sophisticated computer modelling where all the sculpts are first done in virtual 3-D. Armies in the past were really quite disparate in the quality and variety of the models in their respective ranges, with bland plastic sets mixed in with the old squat (no pun intended), clubby pewter models. Nowadays everything's looking much more consistent in scale and level of detail. Another benefit of the multipart plastic sets has been increased ease of conversion. There's still plenty of opportunities for all the human sawmills and greenstuff buffs out there, but newcomers to the hobby can personalize their force with simple cuts and swaps.
Now, onto something bad. My first and oldest problem with GW might sound strange, but here it is anyway: screaming anglocentrism. Apparently, in the grim darkness of the far future, there is only white people. Three of the armies, including the far-and-away most popular one, are supposed to represent mankind in the 41st century. Space Marines are the supermen, created by the Emperor to be the best of the best through genetic engineering and extreme training and conditioning. Imperial Guard is made up of average joes, your basic human males (except, for some reason, grenade launcher specialists from Catachan). Battle Sisters are female humans, highly trained and maybe a little amazonian in appearance but normal for the most part. And they're all crackers, every last one of them. In all my years (since 2nd edition) perusing the above-mentioned miniature ranges in White Dwarfs and Citadel catalogs, I don't remember a single non-caucasian humanoid in either company's collection.
The only person of color I ever saw in the 40k universe was Inquisitor Mordecai Toth in the Dawn of War video game, and I think he turned out to be possessed by a demon. Next closest would have to be the only mildly Mongolian White Scars chapter of Space Marines. With their anime-style vehicles and mecha suits, the Tau could be weakly disguised Asians (unmasked they look just like the engrish-speaking Trade Federation from Star Wars Episode 1 - strange coincidence?), but even if it were true it wouldn't exactly be a respectful inclusion to have them just be aliens. As far as other kinds of diversity, GW killed off the popular Squats, leaving only Ratlings scurrying about (and they're called Ratlings, fer chrissakes!). I assume the orcs of 40k are simply a extension of the fantasy creatures, kin of goblin and troll, but that's probably some old racial stereotype monsterization anyway. I remember in particular GW's gleeful recreation of the Battle of Rorke's Drift (as seen in Zulu) in a White Dwarf battle report between Praetorian Imperial Guard and Orcs.
I'm just saying, is all.