Rogue Trader was essentially Warhammer Fantasy in space...with a much heavier dose or role-playing. The idea of full lead/pewter armies was still mainly in the realm of Napoleonics gaming, etc. Games Workshop was originally (gasp!) more about backing and producing a bunch of smaller games. The idea of modern
40K or
AoS wasn't even a twinkle in their eye.
So the game evolved from role-playing routes into small tabletop skirmishes. In 2nd edition they went further toward a proper wargame. Even then
40K was immensely more in-depth and the model count was 1/4 of what you see on the table today. Just a dozen examples of how wildly different it was:
1) Models could perform actions to hide, meaning they could only be detected at certain distances
2) Vehicles had crew members who could exit the vehicles, and had to be moved around inside the vehicle if crewmen were killed during the game
3) Vehicles could limber and unlimber artillery pieces and other items they could drag around the game for scenarios
4) Armour penetration dropped off over range as the round/beam lost velocity
5) Daemons had to be summoned by gaining points, and opposing daemon factions would immediately attack eachother and disappear into the warp
6) Models had limited vision arcs and could only shoot 90-degrees to the front of their model
7) Many larger weapons had one or two pages of rules dedicated to themselves in each codex to explain how they worked
8) You had a dozen types of grenades including poison, smoke, anti-foliage grenades (yep, you could throw grenades to chemically destroy trees/bushes on the table!)
9) Certain models were listed as having protective visors meaning they were immune to certain things like flash grenades and certain invulnerable fields which emitted blinding flashes when hit
10) You had to fight each combat individually in close-combat...meaning a large combat could take an hour to resolve!
11) Morale and leadership was much more important with Fear and Terror having actual implications (forcing units to flee, or making it impossible to charge, etc.)
12) If your opponent had daemons in reserve...any model teleporting (Terminators, Warp Spiders) stood a chance of showing up on the table...as a daemon...Grey Knights were excluded from this of course
etc.
3rd edition and by extension 3rd-7th (all of these games were based on the same basic structure established in 3rd) more or less threw out any vestiges of role-playing or heavier story-telling elements in favour of much larger games, with a much easier learning curve to be more mass-market suitable. This was the beginning of
GW's corporate era (and arguably saved the company). The eventual goal (still present) is to make the game faster and deadlier, requiring more miniatures on the table which in turn means more model sales.
8th is a new game design by the underlying streamlining, etc. is still present.
I very much enjoy 8th edition but I don't think it's very suitable for role-playing unless you were to add that as a sub-component of the game (prior or post). My gaming group plays more narrative games but that really means a lot more terrain rules, and more functional objectives (get to this switch, turn the power for the shield generator off, etc.). If you're interested in
40K role-play you could try to use one of the many role-playing games they've made since ---- try to cram it into the game somehow? I just don't think there is much you easily put into a standard game of
40K to make it feel like a role-playing game.