If 40k is a self-declared grimdark parody universe, then why do all the books take themselves so incredibly seriously?

Something that Ive thought about alot. Other than a few exceptions like Ciaphas Cain, the vast majority of the books are told in a serious manner. It doesn't come off as a 'parody' at all. I would say they are there own stories, with a side commentary on brutalism, fascism and the works. After reading a little over 30 books between the Horus Heresy and 40k, I think the 40k franchise has expanded beyond "Grimdark parody" and into something more.

Alot of the books hold great philosophical ponderings, some examples being the Nightlord Trilogy, the Infinite and the Divine and Twice Dead King.

Is the Imperium fascist? Obviously. But it also goes much deeper than that, eith Authors using the setting to explore the human pscyche and even effects of different forms of government, authoritarian fascism being one of the popular ones.

But at no point in my escapade across 40k did I think, "this is clearly a parody." Ciaphas Cain being the exception, even though that series still had some serious undertones as well.