I’m gonna go ahead and just say “yes”
Warhammer 40k is a campaign setting for an RPG. It’s also the setting for a bunch of other things, which means you could reasonably ask about it on SF&F or BCG or Arqade or probably a few other places within Stack Exchange. But the existence of other places where you could ask doesn’t mean you can’t ask here.
And trying to decide—without necessarily knowing the answer—whether a particular question is going to be addressed in the RPG materials, the wargame materials, the novels, the video games, or whatever else, is a mess, and not worth our time. More importantly, it violates what I consider a pretty key principle of this site: you don’t have to know the answer to your question in order to decide if you’re allowed to ask it in the first place.
Asking about 40k here, as opposed to other places you might ask, means something—namely, that you are asking RPG experts for their answer. If that’s the perspective you want, this is the place to ask. If you want the perspective of wargamers, or video gamers, or whatever, ask in the respective places. But I don’t think there’s any cause for this site to start trying to police this in any fashion. If we started to get overwhelmed by 40k questions that almost always required non-RPG expertise to answer because the RPG materials just never cover the things being asked about, maybe we could or should. But right now, we definitely do not have that problem.
That being the case, I don’t really want to start establishing “rules” about it. I don’t think there is value in having every question establish some boilerplate hierarchy of how acceptable any given source is. I don’t think it’s necessary to specify that you are, in fact, interested in the question because of an RPG. And this does run up against policies we do have, like “just because you want to know because it’s relevant to your campaign doesn’t automatically make it on-topic here,” (so there is no merit in demanding querents specify that they are in fact playing the RPG), and “we don’t police accepted answers,” (so we cannot “object” to someone going with an answer that relies on non-RPG sources to address the question).
So my answer here is simply “yes.” Ask 40k lore questions here. We’ll assume good faith and that you are, in fact, asking here because you want RPG experts’ expertise on the matter. If we get a few confused users whose questions were better off on another site but they asked here because they didn’t know better, oh well; I highly doubt this is really going to cause the site problems.
(Obviously, rules questions about the war game or the mechanics of the video game don’t belong here. But those are easily distinguished without necessarily knowing the answer to the question, which is a key distinction in my mind.)