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The imperium doesn't really have the resources to equip that many people with Power Armor. The imperium is not a monolithic, homogeneous empire, as much as it is a confederation of semi autonomous areas. There are some universal laws, like the Imperial Creed and the Tithe requirements, but other than that there is little to no cohesion between different sub sectors. As a result each sub sector or sector is responsible for arming itself. Out there there are ~1000 chapters with ~1000 marines per chapter, that is a million marines with equipment and support from forge worlds. there are single army detachments for battles like Armageddon that entail more guardsman than that. With that being said, power armor is relatively expensive to make, in such a way that the value of the equipment would outweigh the value of the soldiers life many many times over. this would be the same idea as giving every soldier in the American Military their own personal armored assault vehicle (Tank, Apc, Artillary vehicle). Its costs are prohibitive.