Chess also has far more "move options" than a lot of other games, and isn't "I move everything, you move everything." Chess actually encourages setting up forks, zugzwangs, etc. and has a large history of openings, plays, etc.
That being said, chess does have a major head start on "contemporary" wargaming, has been internationalized and federated, has Olympic recognition and government backing, and isn't driven by pressure to sell better Queens every 6 months.
There is a lot of mechanical complexity in
40k, but many armies are surprisingly restricted in what they can do. The meme "I move and shoot" has some basis in reality as a lot of
40k has boiled down to "can I statistically survive a beatdown" and "can I play rocket tag for objectives faster?"