Being in year two of my weekly deathwatch campaign I can tell you that roleplaying as a space marine is an amazingly rewarding and varied experience. Rivalries creep in, brotherly competition, massive differences in command styles and mindsets from different chapters. In my crew, just look at these few characters from the Roster and consider how much difference there is.
Space Wolf Rune Priest
Iron Hands Forge Master
Black Templar Assault Marine
The Black Templar despises witchcraft and has had to learn over the course of the campaign how to deal with the fact that he has to work with them every day as brothers. This has led to much conflict and massive character growth, at this point he isn't sure that he will ever be able to go home to his chapter because of the experience. He just doesn't have the same level of Abhorrence he once held.
Salamanders and Space Wolves are renowned for their compassion for humanities masses. The Iron Hand is the total opposite, and as his madness has grown from his transformation into the Machine, his disdain for humanity has only grown more prevalent. This has led to many heated moments when the fate of worlds hung in the balance. Yet his skill in battle and his unerring logic and tactical acumen has won him a great deal of respect from his brothers.
The Black Templar keeps a kill tally that continues to climb higher and higher, and is somewhat boastful of it. This is a source of some consternation for the Space Wolf, as he knows that he has a more impressive record in battle, but doesn't want to antagonize the Templar by letting him know. So he must endure the boasting our of respect for his brother.
The point is that not a single one of my characters acts in any way like a Cookie Cutter Robot Monk, but they have stayed true to the reality of what makes a Space Marine. The stereotypes and tropes that follow are no better or worse than the Drunken Dwarven guy or the Tricky Halfling Thief, or the Rogue Trader with the Hat that is also a Weapon of Mass Destruction. It's all what you make of it
As for the players having Agency, that's easy. Give them a ship and have them operate autonomously on extended missions. In my campaign the players rotate as squad leader each mission, the title is (Precoris) or first among brothers. I gave them a Watch Captain in the beginning when they were learning, but he died very early in the campaign and has been replaced with a Captain who does not accompany them on their ship. Instead important missions and hot spots are relayed to the ship and the Whenever the Kill Team needs to pick a new place to go they first pick what Salient to go in, then they pick from a variety of mission dossiers which one they feel is most important to them. Then they go there and get involved. Sometimes one mission trail leads into another one and they will often just follow right along with that trail until the thread is finished. Usually that is only the prepublished campaigns, but some of my homespun web has kept the players busy for some time as they attempt to unravel the layers and layers of plots and enemies that beset them...