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A galaxy is very very very big place, like 100 to 400 billion stars big.
That, in layman terms, is really big, in fact big enough to house few thousand Imperiums with ease.
Besides that the Warp travel method used by the Imperium is dependent on Warp currents. Because of this even Segmentum Solar has vast regions Imperium simply can't get to, and from where folks can't get to Imperial space if they're stuck with the same method of ftl.
And besides that if Imperium can't conquer someone who has no desire of conquest themselves they might just conveniently censor their existence, especially if those folks are human.
After all, it ain't healthy for oppressive empires that brand themselves as the only option to have their citizenry know that there's a nicer alternative somewhere out there.
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