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There is a clear and defined difference between probabilities and statistics.

Probabilities involve the likelihood of future events, whereas statistics evaluate what happened.

In the case of Warhammer, the dice rolls are rarely large enough to produce statistical averages in a single dice roll. Furthermore, you rarely see statistical averages throughout the entirety of the game. Plus, on top of that, the very nature of rolling three times to determine the outcome of a single event makes the deviation so large that even using exact probabilities (I'm thinking binomial functions here) are incredibly complex. To approximate the three dice rolls into a single probability by making a priori assumptions about the results, and make judgment on that is fairly effective, but still not perfect.

an autocannon has a 1/6 chance of penetrating a dreadnought, so it stands to reason if you hit a dread with 6 autocannon shots you should penetrate it.

In a statistical world, yes. In a game, this is completely untrue. The above statement should be, "If an autocannon has a 1/6 chance of penetrating a dreadnought, it has a statistical average of one penetrating shot every 6 hits, but only a 2/3 chance of penetrating with just six hits."

In my play, much of the strategy is built around the concept of probabilities, not averages. I don't think, "How many shots do I need to average three kills against a squad?" Instead, I think, "How many shots do I need to have an 80% chance of killing three members in that squad." There is a very distinct difference.

Also, there is a lot of synergy that would be missing from the game if all you needed were statistical averages. Overall, I don't think it would be a very fun game. Fairness very often does not lead to fun-ness, in my opinion. Not to dreail the topic, but it is one of the reasons I quit WoW.