The world's didn't reject imperial rule, his generals did. From what I understand (reading the wiki), as soon as Macharius died, his 7 generals all seceded from the Imperium and divvied up Macharius' conquest. Not really much a world can do when the army that conquered you secedes from their own empire.
Hell, even the Space Marine chapters that took part in that crusade went crazy and started fighting each other, which seems like too much of a coincidence for it to have happened without an outside source(maybe chaos? They were fighting Chaos Marines at one point in the crusade)
Again, it was a different imperium. First, the Space Marine Legions, which were pretty much in charge of all conquest, "knew no fear", so of course they would have followed their leaders into the abyss. Second, the philosophies and beliefs of the average imperial man are vastly different between the great crusade and the 41st millennium. During the great crusade, the Imperial Truth was widespread and humanity trusted in science and reason, there was no reason to believe that the Halo Stars would be any more difficult to conquer than the rest of the galaxy. 41st millennium though means that the average imperial citizen is ignorant and superstitious and is absolutely terrified of "Going beyond the Emperor's light".
Honestly though, the fluff for the Macharian Heresy is a little dumb, and it's obviously just an attempt to shoehorn one last Alexander comparison (where his empire falls apart after his death), despite how unlikely it sounds that 6 of the most trusted commanders in the most successful crusade since the Great Crusade just happen to decide that the Imperium can suck it and split off to do their own thing( not to mention all the troops who are raised from birth to worship the Emperor and Imperium.