That's never going to happen to a major character of ANY FACTION.
Here is what 40k is about. Are you ready? Write this down, because it is important.
40k is about your own group of soldiers.
I don't care what faction you play or what lists you use. I don't care if you're an existing unit or you make up your own. 40k is about your dudes. It is about YOUR GUYS.
Let me tell you a story about one Erasmus Tycho: http://wh40k.lexicanum.com/wiki/Tycho
Erasmus Tycho was a captain in an early after-action report in White Dwarf. At one point he got KOed by a Weirdboy's psychic blast. This was fluffed as him being severely injured, and that affected his characterization and so on. In-game events were strung together and then logically connected to a potential story - an EMERGENT story based on the guided events of the gameplay.
Do you see what that is? THAT IS AN EVOLVING STORY. THAT IS THE KIND OF THING YOU CAN DO WITH YOUR GUYS. You can give your dudes names and grow attached to them in the same way that you can with X-COM or Final Fantasy Tactics or any other game where you have generic dudes.
Hell, if you played Chaos Gate, that was basically the game! The last time someone played it for /tg/, there was a dude named APEMANTUS who was badass (based on in-game events), was killed (as an in-game event), and was brought back as a dreadnought (a stretch of the imagination that was connected to in-game events).
That's the kind of stuff 40k should be about. Evolving stories based on what you did, and how a battle went. It's what Necromunda does, it's what Mordheim does, and it's what every strategy game ought to do.
Don't worry about "the fluff". The fluff is background material. It exists to provide context for your own story. Worrying about fluff is like worrying about Drizzt and Elminster in the Forgotten Realms - it shouldn't be about them, it should be about your party. The same thing applies to 40k. Become the change you want.