Sure, yeah. There are a few Civilized worlds out there that would be outright pleasant. Most of the places Cain visits, for one, Macragge, that sort. Heck, there are a few 'Garden Worlds' and Shrine Worlds out there that are actually paradisiacal. The only rule of the Imperium is that "yes, things are like that too", which is why we can have musketeers inducted into the Imperial Guard serving with cyborgized Skitarii who are more machine than man, right alongside Feudal lancers and some guys who were very impressed when they figured out that copper was not the pinnacle of mettalurgy. But, in general? Here's a relevent quote from Dark Heresy. This is the very second thing the book says about life in the Imperium:
That about sums it up, right there.To be alive in the 41st Millennium is to know that the universe is a terrifying and hostile place. It is a place where you are but one amongst billions and, no matter how heroic your death, you will not be missed.