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To elaborate on BaconCatBug's point a bit the Iron Warriors' ignore cover ability is useful against some kinds of targets but there are matchups in which it isn't useful at all (ex. Harlequin Starweavers have their 4+ Invulnerable save regardless of what you shoot them with or how much cover they have), while the Alpha Legion's -1 to hit is useful against anyone who wants to shoot you ever, which makes it better in a larger number of matchups.
The other problem is that Marine units (loyal and Chaos) are usually more limited by being not durable enough rather than not killy enough, and the Alpha Legion makes you tougher (covering your weakness) where the Iron Warriors makes you killier (not helping there as much).
That said there is one major advantage to the Iron Warriors: Cold and Bitter. The Iron Warriors' Warlord Trait is really good and it's almost a better reason to play them than their Legion trait. Cultists may not have the Legion ability but they still have the Legion keyword, so the Warlord trait lets you field large screens of morale-immune troopers that will be incredibly irritating to get rid of as you have to hunt down and kill every single one, you can't just kill half of them and watch the other half disappear.
I find that SM/CSM players who expect to be able to saturate threats spread out across the board end up disappointed; the army is heavily reliant on its reroll auras, and if you want to be able to spread out and go a bunch of different places you'll either have to spend a prohibitive amount of points on putting auras everywhere or go without and watch your low-volume unreliable stuff blow itself up with plasma or just not really do anything. I'd suggest planning around your Havoc/Obliterator castle as your primary mode of interacting with the game; neither one takes the to-hit penalty for moving so you can maneuver more effectively than an equivalent SM castle could. Field your Deep Strikers as a counter-punch element rather than a direct shock unit; you have the freedom to go haring off ahead of your main force if you're up against a gunline that makes you really need the aggro elements but you can also just sort of casually meander forward blasting things if necessary.
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