There are loads of corporation in the 40k verse. The Eisenhorn trology talks about rich people and the companies they are part of. Nemesis talks about a huge company owned by a Rogue Trader clan, clan Eurotas. The Ravenor trilogy mentions the hive elite and the way they earn their cash.
I don't know where this idea of no corps comes from. Get away from books that are about Guard/Astartes actions, and that talk about more of the everyday life of the Imperium and you see them everywhere. The Carnivora circus from one of the Ravenor (I think) books will be privately owned. If there is one on one planet, you can guarantee that there will be others like it around the galaxy, maybe part of a chain, maybe not. There will be private comapnies that make the posh clothes that the hive nobility wear, the weapons they carry, sell the posh food they eat. There will be real-estate companies that sell stuff outside the hives, farm co-operatives and car dealerships. There is absolutely no way the Imperium could function with centralised industry on a one-size-fits-all model. Each planet will have its own needs and wants and will have its own long-held ways of getting things done. Private corps will have been instrumental in binding planets into the fabric of the Imperium, the growing economy bringing planets together as they start to provide things that each needs.
So, there has to be corporations in 40k, or the Imperium couldn't function economically.
GFP