40k is and isn't serious. It plays a lot with self parody and just straight up rolls in the ridiculous grimdarkness of it all at times. Very tongue and cheek and fun. The Orks are an awesome example of that.
Other times it presents legitimate and serious drama with well designed characters. Albeit in a totally crapsack universe where everything wants them dead. Everything.
It's also not quite as overpowered as some of the fans would have you believe, although yeah, it certainly does dwarf your average sci-fi setting in terms of raw scale and firepower. (And also grimdarkness, I think GW might even have 'grimdark' trademarked.)
Your typical guardsman has a flashlight and paper armour, but there are over a quintillion of them IIRC. (A billion billion, but it might be 'merely' trillions or quadrillions. I just remember reading "a billion billion" somewhere. Might be outdated.) So the Imperium throws them at a problem until that problem goes away.
Their weapons aren't that crazy, lasguns are a lot like assault rifles, except charge packs are apparently super cheap and easy to reproduce, and lasguns themselves can sever limbs and burn through solid metal and the like with shots, but they're not going to slag a city block.
Once you start hitting antivehicle weapons and shit though things get a little nuttier, and they go from there, but within the context of the universe it's not all that bonkers. You have supermetals for your futuristic tanks, you need a big gun to kill them, hence melta weapons that vaporise solid materials.
Space Marines, the Astartes, do fall into the 'over powered' category, but with good reason. They're genetically modified super soldiers encased in incredibly advanced armour, and armed with powerful weaponry because they're the Imperium's shock troopers. They show up when it's most important, are the best armed, armoured, and trained the Imperium has, and they're basically supposed to be Legendary Spehss Knights. They're mostly confined to individual orders called Chapters that have a little over 1000 marines, with a total of only one million marines in the entire galaxy. Compare that to the Imperial guard, or the Orks who outnumber even them, or the Tyranids, who outnumber even the Orks.
Anyway, I've gotten off track.
I for one support the Spehss Mehreen for victory over the Jedi in all of the listed scenarios I've provided. WUT NAO?