Depending on the other group members, you might want to throw some things at them that they simply can't do, due to lack of skills.
Most PCs 'take one for the team' in adapting their role to be something other than 'just kill things'. The Apothecary and the Techmarine are the obvious examples, having sunk XP into medical/tech skills. The team leader has done the same. That still leaves a lot of skills and roles untouched: Recon specialist, demolitions, 'face man', someone with knowledge skills, etc. Again; these are typically taken on by team members so as to round out the party's skills. By just spending XP only on close combat, the player is essentially forcing the other PCs to take up the slack. It'd be great to just ignore the 'boring' side of skill purchase and just become uber, but most players are team-spirited enough to recognise that it's selfish of them to do so.
So: Simply find a niche that nobody has filled and throw a problem at them that their lack of skills makes cripplingly difficult. Such as sending a secure message back to their Watch Captain. Nobody got DW cyphers? Err... problem. If possible make sure the recriminations land squarely on the lap of the offending party somehow.
Ideally, place the onus of dealing with the problem on the 'problem' PC. Something that springs to mind is inspired by 'Aliens'. The party need to use a skill in order to -say- realign a comms array to get a message out. Sadly, you've made sure that they don't have anyone with the Tech Use skill. The only alternative is for someone to crawl through 500m of sewage pipes infested with tyranids in order to move the dish manually, and the air-locks in the sewer pipes are only big enough for one Marine. Naturally the close-combat machine is the one for the job. Make the journey miserable and difficult and make sure they take enough wounds to hamper their performance in the final stages of the mission. Make sure you get in a few digs about how covered in sewage they are. Be sure to -after the mission ends - comment how much easier it would have been with the Tech Use skill. Now watch the party argue over who bites it down and buys it.
As the Chapter skill lists are quite specialised, it'd be good to single out a bunch of skills that are on the player's Chapter list, so as to make them the obvious person for the role. Although I suspect that they're munchkin enough to have gone BA, which makes my point moot because there aren't really any non-combat skills on that Chapter list! /rolleyes
Another example is somehow forcing the player 'front and centre' to solve a problem that he can't deal with due to lack of skills. Maybe they need vital information off an old guy who doesn't speak Gothic... 'fortunately' he speaks a tongue vaguely similar to the offending player's native tribal language. Now watch the party squirm as the guy with no social skills is forced to either roleplay well or pick up the dice and default to half Fellowship on Charm checks. Can't do it? Mission just got a lot harder.
And you can of course force the whole party to make concealment checks and the like on a regular basis. Make sure that their close assault relies on it. For example: They infiltrate no-man's land at night. If they mess up, the party are pinned in a foxhole and engaged in a long-ranged combat where the player is useless. Not only is the player useless, but it's their fault because they are the one that didn't have a decent level of stealth skills.
Basically, you need to repeatedly put things in missions that aren't solved by combat ability, but are solved with skills. Crucial elements and even Primary objectives that cannot be dealt with without the correct skill-set. Be sure to reward the purchase of such skills by making them useful and crucial in later missions, but also be sure to 'force' the party to invest in a wide array of skills. So many in fact that the rest of the party will be resentful if the combat wombat does not buy his share. This way you are attacking the player on three fronts:
His character is looking like a useless donkey to the rest of the kill team for 20% of the mission because all he can do is kill stuff.
The player is looking a heel in front of his friends, by hampering their desired character progression because they have to buy skills for him.
The lack of skills is costing the player precious XP (this kind of player cares about it a lot!) because objectives cannot be completed due to lack of skills.