I'm kind of surprised they didn't stick with writing Legion stories. I thought that was the most successful thing for the series. Would have thought they would have really built a stronger following before trying to milk the series.
I feel that Angel Exterminatus and Fear to Tread were kind of forced as legion stories to get the ball rolling.
I feel that the second compilation of short stories, Age of Darkness, was the turning point for the Heresy where they focused on writing lots of individual and quite frankly strange stories. They came in forms of limited novels, compilations, and frankly stories that never should have been written. While fans are left wondering why the majority of the legions chose the paths they took.