Retconned history is always an annoyance, but more so in my opinion is with Forge Worlds HH game when coming in to 40K. This shows that each legion / chapter has its own specialist units that are armoured in a different way and have different abilities and skills compared to others. Of course the SM codex has chapter traits as a partial thing like that and very old Chaos Codex 4th edition had each chapter having this own skill, but were did the...
Retconning is definitely annoying and disruptive. Sharing new content only to have it change after the community has learned it.
As for the 40k/Horus Heresy comparison, I'm not sure this is a fair criticism. Not because the two settings have such dissonance but because they're effectively owned by separate entities. And those companies have different purposes; GW is the main brand and Forge World is the luxury line of the luxury line. That's kind of like buying a Toyota and then sending an angry letter that your Toyota doesn't have the amenities of a Lexus. 40K just wasn't built with the amenities of Forge World.
As a fan I would love to see more of the heresy content trickle into 40K, but I suspect it's hard with to manage 1 stable of content without bolting on another.
The other difference to consider is that story wise 40K is essentially running in place on a treadmill and needs to be a sort of one-size-fits-all setting. The Heresy setting by contrast is very specific; it's telling the exact story of named battles, with named characters, in known places, and using 'historical' forces. Under these specific controls it's much easier to create theme, and mood if not balance. (I just don't know how balanced it really is.)