So, I'm probably not the first one to notice this but: Boats. Where are they in 40k? I mean, flyers are neat and all but eventually they run out of promethium or tachyons or whatever and it's probably not great to do that over water. Also, we know that there are ocean based xeno species in the galaxy, so has the empire ever fielded battle ships or any kind of floating artillery platform or would they just send a titan to walk through the ocean ala pacific rim?
The Imperium does have sea fleets, but they fall under the purview of the Planetary Defence Forces (PDF). They’ll provide them on their local world if need be to any visiting expedition. The second book in the Beast Arises series actually features a lot of stuff about a naval PDF force fighting orks on an ocean world.