WFRP3ed is a bit less "lore-dense" than the 40k RPGs. The system is also very different. For example, you will switch careers a lot when playing (unless you die, go insane, fall deathly ill, or go mutant). So the different expansions for the game doesn't really add options for the existing careers, but rather add more careers (and more advanced careers). Each source book expansion contains rules that enhance the PCs options, but also contains a part with extra options for the GM.
Brief summary of some of the expansions:
- Winds of Magic (WoM), contains rules and careers for all 8 kind of wizards (there are 3 in the core set) and a some more advanced careers and spells. The Contents for the GM is Tzeentch and his minions as well as rules for corruption and an adventure.
- Signs of faith, same as WoM but for priests (8 faiths described instead). GM contents are Nurgle stuff and rules for disease plus an adventure.
- Omens of wars, extra options for warrior type careers. Also has rules for mounted combat. GM contents is Khorne (no big surprise there) and rules for severe injuries (the normal crits in the core set are a bit lame tbh, these are a lot more fun). And an adventure.
- Lure of power, extra options for face type characters and nobles. Slaanesh is in the GM part as well as rules for secret societies/cults. And an adventure.
The Player's guide actually contains rules in book form (all cards are included but in lists) from the core set plus Winds and Signs. The GM guide is the same but for the GM parts (no adventures though).
Each of the expansions also contains a section with lore stuff. But it's quite compressed compared to the (very) wordy style of the 40k RPGs. I actually think the 40k RPGs has a bit too much fluff, but your mileage may vary . The adventures and campaign also has quite a lot of atmospheric description but are quite limited in scope (only describing the places the players might visit, rather than going through all of the Empire).
For a more extensive lore product you're probably better of purchasing some of the old sourcebooks for 2nd edition (for play in the Empire, Sigmar's heirs is a great choice, it is available as pdf on Drivethru). But I would personally not use the old rules (which are more similar to the 40k percentile system), I find the 3rd edition a lot more fun.