The last person I knew who asked me if I was into 40K turned out to be a hardcore white supremist -- though that only became obvious once I had the joy of experiencing his presence on social media.

I have no idea if there's an underbelly or anything, but I'd imagine there's some imagery and ideas in 40K's overall palette that those people would like to use to express themselves that they wouldn't find in... say, My Little Pony.

So, what Fyraltari said, basically.