At the Dropsite Massacre Ferrus Manus spearheaded the assault with the absolute best of his legion, the Morlocks and this included most of their terminators and dreadnoughts. When they were all killed this left the legion with very few of either which is why they are more revered and used in more of a command role than anything else. So having many dreadnoughts/termies wouldn't really fit with 40k army, maybe a 30k though.