The stumbling block might be that everyone (thanks to the LOTR movie trilogy) knows about elves, dwarves and orks, although this wasn't even the case 10 years ago! Few people, who aren't directly involved in dice and paper gaming, are familiar with Imperium.
I'm currently writing an meta endeavor / adventure designed to acquaint noobs with the WH 40k intellectual property. It's becoming quite a challenge, but an enjoyable one. One chapter of this entails a mini-endeavor in which the explorers are obliged to deliver Administratum tax assessor bureaucrats, and covert Inquisitorial agents, to the Death / Frontier World- Fortuna, which I have detailed in another thread: Gazetteer Depositorium! (Please contribute!) Here the explorers set the tone for the game and their relationship with the Imperium.
Any sane person's reaction to the Imperium, a theocratic dictatorship: not unlike North Korea, is that it's a terrible place, so getting people on-board as being agents of this mess is probably difficult. I've noticed over the years that players often have a difficult time being "evil" religious agents, although they seem to have no problem being indiscriminate, secular killing-machines! This might, however, be an issue only with the people with whom I play. To this end I spin the game, if they are familiar with D&D, as thus; the explorers are by definition "neutral evil" or "lawful evil". If they have no knowledge of dice and paper PRGs, I tell them they are essentially historic conquistadors: bad men who have been given license to do whatever they wish as long as it brings plunder to the crown. That doesn't necessarily mean that they can't fight for a democratic republic, in fact, rogue traders might be the only people in the WH 40k universe who have the power and influence to do that (!), just that if other aspects of the Imperium brand them as criminals, pirates or heretics they will be treated as such pretty much anywhere they go. (But, hey, the Expanse is a long way from Terra, right? Kroot can run around Footfall without citizens batting an eye!) So I have plans for what to do with the game in the event they "go pirate.", most of which involve liberal usage of material from Hostile Acquisitions. It begins with a revocation of their Warrant of Trade, and the Rogue Trader's family distancing itself as from their scion a matter of prudent survival.
Immediately the explorers experience a precipitous drop in Profit rating, maybe half? Next comes the real fun. Purging their void ship of Imperial influence will itself be an endeavor. They might need to: 1) Expunge strong believers from the lower decks, 2) "retire" devoutly religious agents from the crew (missionaries, commissars, confessors and Inquisitorial spies, etc.), 3) coerce their navigators, or acquire those only from shrouded houses, 4) acquire Heretekal or non-Adeptus Mechanicus technocrats for engineering and repairs, and 5) find a safe haven for respite from their now "criminal" endeavors. This is all without looking at a drop in crew morale, which comes from having a lord captain who is endangering your very immortal soul, and putting down any resulting mutinies! Instead of royal welcomes at Imperial worlds, the explorers must contend with sneaky meetings with corrupt Imperials at sleazy, unglamorous spots that, at any time, might be traps or betrayals by those who seek favor with the Imperium. Holding onto their void ship and eliminating Imperial influence is going to be a huge job. On the other hand, with the rate at which Imperium toils, it may be a few hundred years before news of their warrant's status gets from the Expanse to Terra and back.
If they are hot enough, even Footfall won't want them docking there, so I'll create a non-Chaotic pirate harbor (like historic Tortuga) where they may acquire crew, dock for repairs and the like without constantly looking over their collective shoulders. That is, if they want to avoid the influence of Chaos. They will be certainly welcomed at first, however, by Karrad Vall or the Saynay Clan. They may quickly discover that these are even more oppressive versions of the Imperium that will certainly lead to their, far more probable and quick, destruction. If they do that, then someone may have to buy a copy of Black Crusade! Even if they avoid planet Inequity's influence, Chaos will be a constant issue as the crew in its entirety has turned away from the Emperor's light.
In short, I say let them buck the Evil Empire rather than force them to adhere to it, but make sure they feel it if they do!