Simple answer is this: the 40k Universe has elements of dark humor and just dark grit in it, same as any full fledged universe should have.
Chaos is as much dangerous as it is strange and just plain weird. If you read about the Noise Marines by the way it's pretty interesting, they're sensates, their bodies are modified and grotesquely stretched to amplify the maximum amount of sensation they get from everything, the louder the noise, the brighter the color, the more garish the contrast, the better it is to them. Do some research though please, it's quite insulting to have someone tell you that a Universe you enjoy is laughable, read up on the world, check your facts, don't just presume that you know how any universe works until you've done a little fact-finding. Read the Lexicanum, its a wikia site for the Warhammer Universe.
Yes the orks are funny, I mean seriously, cockney greenskins rampaging around the galaxy? That's fucking hilarious, they're a long time fan favorite because they're so over the top and strange, half their tek doesn't even work properly or has random effects. But pointing to them and saying 'See? UNIVERSE IS NOT SERIOUS' is taking something terribly out of context. Look at it IN CONTEXT and it changes drastically.
Orks are a race of aliens who literally are born to wage endless war. They have no other desire but to fight and kill and win. They cannot be reasoned with, the whole meaning of their existence is based on war, and they will fight and fight until either they or everyone else is dead simply because it pleases them to do so. Even if you kill them they will come back, in order to totally purge and Ork invasion you have to scorch and salt entire continents or even whole planets, damning potentially billions of lives to save trillions more.
The Eldar are not always defeated by the way, just because their armies are defeated or their leaders are slain doesn't mean their end was not achieved. They have plots with plots, they start wars between Empires just to achieve a single goal, they have no moral quandaries about sacrificing a billion lesser lives to save a handful of their own dying people.
Anyways, Sorry to get so worked up, Warhammer 40k is one of my favorite universes because it perfectly turns every conception on its head.
Tolerance is condemned, because to tolerate the alien or the heretic is to allow their influence to spread, possibly damning a whole planet or sector.
Peace is impossible because Orks live only to fight, Necrons have only one purpose, galactic genocide, Eldar care only for their own dying race, and Tyranids exist only to feast on life.
Blind faith is demanded because knowing even the name of a daemon can give it power over your mind, knowing a heresy can subvert you without you even noticing. Literally, what you don't know can't hurt you and what you do can damn your soul.
It's a universe of eternal war because violence is truly the only answer. I think that the amount of thought and effort that went into that world is worthy of some respect, don't you?