Personally I would have liked to see something more open and complex, but for what it is, Im not dissapointed.
We started off controlling large groups of marines in an RTS, we zoomed in a little more with 40K 2 and controlled a smaller group in closer combat, now we zoom right in and play a single marine in what is basically the same game style setup by the RTS.
If you think of this as a game where you are double clicking on a single marine from the RTS and taking control of him in 3rd person, then I think the game makes sense and you can enjoy it more.
The feel of the armour, the effects and the weight of the attacks feels awesome. Stomping on enemies and crushing them to mush is pure ultramarine gold. Using the jetpacks to zoom down and stun large groups then slash through them with your chainsword is very satisfying.
Finally the way the combat system replenishes health encourage you to leap into the heart of the fray with all guns blazing because when you get it right, you come out with more health than when you went in.
All in all a fun game and perhaps that is where it falls down the most. For true 40K geeks like me, I would have preferred something quite serious. For example the dialog with Davian Thule in the 2nd 40K where he has to become a dreadnought is the kind of seriousness that lends itself to 40K and this game would have been better with that kind of feel to it.
However you need to take this game for what it is, a console hack with 40K characters and you will enjoy it. Remember the lesson of the Librarian from 40K 1 "hope is the first step on the road to disappointment". Dont compare it with what you wanted, accept it for what it is.