Let's see if this works this time...
Essentially, the 40k universe is grimdark by it's very nature. You cannot change that. It is very much a universe without hope, where the only people sane enough to stop the coming catastrophes, for whatever reason, cannot do so. The Necrons are waking up in ever greater numbers, the Tyranids are an unstoppable wave of eating machines, Chaos is never going to go away so long as mortals have souls, free will and sapience, the Eldar are dying and the Imperium of Man is about to fall (taking a good portion of the galaxy with it). The Tau have been spared this because they live on the fringes, but they will learn soon enough. This was actually one of the designer's objectives in the change from Codex: Tau to Codex: Tau Empire - the Tau have had to modify their ideals as they have encountered more of the horrors of the universe. As a species they aren't as naive as they were, but they are learning that their original way of doing things is tantamount to suicide.
The thing you seem to be missing is that the *inhabitants* of the 40k universe do not have to be grimdark. Most of the sane ones aren't. Seriously, although it may not seem like it some times, there are even Inquisitors and Space Marines who try to do as much good as they can, however they can, in the face of overwhelming darkness. Sometimes they succeed, even if no-one will ever know about their successes (see that speech from Justicar Alaric of the grey Knights, for instance). Sometimes they fail. Most end up dead or insane, but they keep up the struggle to the end because it is the right thing to do. There will not be a long term victory in the sense that the Tyranids will be defeated, or Chaos annihilated. What they can do is protect what they can for one more day, one more year, one more century. In the end it might be futile, but it shouldn't stop you from trying. That's what makes it heroic.