Boo hoo hoo. You have to have hard training where you might die, and then you become a super human with the Imperium's best weaponry and armour, brainwashed into doing and believing what you're told!
Anyone who doesn't do what they're told in the 41st Millenium gets killed (usually worse) anyway. There are no atheists in the future, and if there are, THEY are the deluded ones, what with there literally being gods, souls, hell, demons and a man who, whether he really is a god or not, (we don't even know canonically for sure) is at least a really really awesome wizard who watches over all humanity(there's countless numbers of them at this point), guides their ships through hell, can sense the deaths of every one of them (which makes him cry magic healing tears) and implanting an extremely diluted form of his genes into someone turns him into a nigh unstoppable superman. I don't actually care if he's a real god or not at that point. He knows if the hypothetical fictional me dies in his name, and can save my soul from the demons if I was a pretty cool guy. I don't mind tossing him a few prayers now and then, and probably don't need much brainwashing to be convinced that the very real man who helps my spaceship not get lost in hell is the deity for me.
Of course, the training and surgery fatality rate is high, but they usually recruit from planets/areas with fatally harsh living conditions in the first place anyway. I'm probably already wrestling firebreathing spacelionbears and sabretoothed spacekangaroozards just to get out the front door (think Australia in space).
Besides, once again, this is the 41st millenium, all that training, genetic engineering and the best weapons and armour available, is all really going to come in handy, because chances are better than not that something is landing on my planet and trying to pull my head off one way or another. It'd be nice to be able to do the same back to it.