The space marine's base most firearm is essentially a miniature, rapid fire rocket launcher, which are pea shooters compared to their heavier gear. Just off the top of my head and from what I know of each series, Star Wars, Mass Effect, Unreal, Xenogears, Xenosaga, Fallout, Star Trek, Universe at War, Borderlands, Bioshock, Brute Force, Doom, Dead Space, Jak, Lost Planet, Metroid, Star Ocean, Quake, Prey, Starcraft, Halo, MST3k (the funny ones still count!), and Spore can't consistently compare to WH40K versatility, quantity, or raw firepower. There are certainly more powerful Sci-Fi universes out there, but to say the vast majority of them are is silliness and obvious hyperbole.
Nope, no silliness or hyperbole, and I'm aware of what tech the Space Marines use. And the thing about 40K tech is it either falls into the category of "Poorly thought out Plot Device" or "Things we can pretty much do today". Now not all of it does, there are some pretty good ideas in there in places, but for the most part, yeah.
Now, you list a couple of video games, where the 40K universe may have an edge (and Star Wars is pretty undeniably higher tech than 40K), but you hardly account for even a small percentage of a large body of writing. Try to think books, not video games or movies. It'll help.
Try David Weber (4 different universes), Foster, Farmer, Heinlein, nearly any of the many worlds created by Niven, Gear, Asimov (and not just the Foundation series either), Saberhagen, Dickson, Zahn, anything from Shadowrun, Ringo, etc . . . . .