Same reason that in every superhero story ever, the hero is outnumbered. If you put yourself into your faction's shoes, it's much more dramatic and appealing to be a Chapter Master than to be a WWI General. Playing as a small, elite group of transhumans is much more heroic than playing as a regiment of shitty blokes, many of whom are assholes, and 90% of whom will die.

Midnight

Midnight has a lot of it. I addition to fantastical exceptionalism, the other reason Space Marines are so much more popular are that the entire game setting is essentially written from the Space Marine perspective.

And it certainly doesn't hurt that space marines are easily the most iconographic of warhammer 40k armies. From a graphic design perspective they are the most unified and recognizable.

I guess it's why aliens in popular fiction (say Mass Effect) all look very similar within their own race compared to humans. We can't imagine what aliens would actually look like; the very word alien shows that. More divergence would just make them impossible to keep up with.

Space marines were one of the first groups that GW created and they were easy to identify with. They were super human guys in bad ass war gear what at is not to like. Other races don't have as well defined places with gw so a lot is left to players and their imagination. Me personally I only play alien races just for the fact that they are not popular. I like the challenge.