Well, it shouldn't be all that surprising to see a certain similarity:
This game was made in cooperation with Games Workshop who designed the miniatures and helped in many of the production details including background fluff and art in the rule book and scenario book.
This was back when
GW had "Citadel Games", which was their board game branch for games and such.
IIRC, they were also responsible for the original Talisman board game, which used a good amount of artwork and style from Warhammer. (Having a player character called a "Chaos Warrior" for instance, who had a special ability that let him get gifts from the gods when he killed other players).
Edit: I have very fond memories of both HeroQuest and Talisman. I ended up hunting down Talisman on eBay, might have to see if I can find a full set of HeroQuest on there, although I know it's really hard to find (and thus expensive!)