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Hi!

Here, a blast from the past, when GW was open-minded, funny and tried some shot at cardboard wargame's world. If you look at the pics, you will notice that a whole Space Marine Chapter is represented by just a single counter -a powerful one by the stats, still- between fistfulls of them.

http://boardgamegeek.com/boardgame/3177/battle-for-armageddon
http://boardgamegeek.com/image/174264/battle-for-armageddon

Even so, Armaggedon, which is one of the biggest war theaters in the galaxy, is not significatively bigger than 1944's Eastern Front. It's still tiny and should be, by it's size, just a footnote in the Imperium's military history.

As said above, the average 40k game should be viewed as the climatic peak of a bigger battle or as a specialized commando action where small elite forces try to achieve very significative tactical or even strategic objectives. Like in Guns of Navarone!