When I was in high school I used to post over at Stardestroyer.net
. As you might guess from the name it was a fucking nerd forum for fucking nerds, so there was quite a bit of Warhmamer 40k discussion, which got me interested enough in the setting to get the Eisenhorn Omnibus. I was frankly already sold on it by the time I got the omnibus, but that really solidified my interest. The thing that got me into it was that for an edgelord teenager it felt way more mature than Star Wars and Star Trek, but more importantly I really liked that it had a proper sense of scale. Space is big and in Warhammer things feel properly big. It also feels like strategy, tactics, and logistics actually matter in in 40k in a way it doesn't matter in a lot of other sci-fi settings. In 40k heroism alone is never enough, and even the extremely heroic genetically engineered ubermenschen in powered armour need artillery support, which I always thought was more interesting than winning solely because of individual virtue. Granted that none of this is at all consistent, but big settings with lots of authors are always inconsistent, the point is that these elements that I like feel much more present in 40k than in other settings.
I haven't read Warhammer Adventures and I'm not likely to, but if they're kids books I expect they lean away from the heavy mental and industrialized warfare aesthetics in favour of focusing on adventurism and individual valour, which really moves away of the things that made 40k appealing to me.