It's a good point being made, I just don't think you're trying hard enough. Maybe?
Space marines are one of the oldest races around, GW does put a lot of effort into them and they have a very well developed backstory. Xenos on the other hand tend towards a blank slate, this can actually provide you with more possibillities than you would otherwise have with space marines. Thinking about it, it's likely down to the fact that much of the SM lore was laid down before the explosion of novels that has come out of GW over the last decade or so. It came from more game orientated publications like codexes and rulebooks, little snippets here and there with the lore from black library just adding icing to the cake. Xenos on the other hand simply haven't been developed quite so much, and I suspect you could put most of that down to market forces; what sells gets the most effort put into it.
There are however things that the space marines can't do. SM have the two moral extremes covered pretty well, they're either very good or very evil but there doesn't tend to be much in the way of a grey area with them. Sure the Blood Angel's geenseed can leave them feeling a little off-colour from time to time, and the Dark Angels always have some ulterior motive going on, but they are firmly allied to the Imperium. Allternatively you've got those that have slipped from the light and follow a more chaotic way of life. They don't however cope very well with any other point inbetween, the greyer areas of morality, the best example I can come up with are the Red Corsairs, and those are on the slippery slope to chaos worship.
Xenos on the other hand, you can apply so many more motivations to the grand arc of the story behind your army. Orks are a perfect example of a clean slate, it is so easy to take the theme for an army anywhere. Go for a full on space pirate theme (eye patches and all) or get some fantasy orc savages in the mix and go for a stone age neandethal army fighting in space theme, even some hint that your army may have come from some failed experiment by an inquisitor and a techpriest wherin they were imprinted with a 'genetic memory' of historical eras from terra (WW2, american civil war or Nepoleonic era warfare for example) or the abillity to recreate imperial technology "perfectly" (for an ork that is).
Other races, Dark Eldar for example, what would a Kabal that took a particular interest in torturing Tyranids or Tau look like? Say a particular Archon found he took greater pleasure in torturing one race over another, would they taunt the Tau's love of technology by using less technology themselves - making the raiders look ramshackle and home-build. Would a Tyranid focused DE force look more like the predators (from Aliens v Predator lore) than anything else in GW lore?
The way I would come up with a Xenos army (or any army for that matter) is to start with an idea like that and then build a list that suits. It can be a bit too easy to slip into elements of power gaming or old habits of relying on existing lore but my point is with a little thought and imagination, and maybe a bit more than avarage modelling/painting abillity it can actually be easier to get where you want to be with Xenos than space marines, and you can end up with something pretty unique.
My Complete DA collection
That's me breathing fire in my avatar, my aim was a bit off to start but i got all those orks in the end!