That's because they're tied to the Ecclesiarchy, an organisation still suffering from a good dose of bad rep from the Age of Apostasy. They're wary of the Ecclesiarchy getting any real power since, given popular support form the masses, they could get away with a hell of alot.
Astartes aren't exactly beloved either, mind you. Their notorious independence means they can't be given orders, only asked for help, and even then you can't guarantee they'll do what you want them to. If the wrong chapter shows up for the wrong job then there's going to be alot of friction (Salamanders culling a population, Flesh Tearers fighting a defensive battle, etc).
There's also general mistrust between different Adeptus in general. The Navy and the Arbites, for example, do not care for each other. The Navy has its own set of traditions and likes to handle things internally. The Arbites, as the keepers of the Law, hold that it's their right and duty to investigate and deal with affairs involving the Navy.