As I recall there is a fluffy reason, too. Grey Knights are super duper hardcore secret. No one knows they exist. Well wait? How can that be? They're veterans of a thousand campaigns against the forces of chaos. When they're frequently allied to Guardsmen how can they keep that a secret.
Easy. The guardsmen don't go home. They're given the Emperor's Grace, probably with poison gas in the holds of their transport, after which they are spaced. The reason Grey Knights and regular Space Marine units don't fight together under normal circumstances is that the Marines are considered too valuable to exterminate in that manner.
Edit: I seem to recall something about Guardsmen who have faced Chaos in close quarters battle also being given the more literal than proverbial axe.
I do wonder how SoB is dealt with on this. If memory serves this fluff predates SoB, but they're part of the inquisition so maybe no one cares.
Easy. The guardsmen don't go home. They're given the Emperor's Grace, probably with poison gas in the holds of their transport, after which they are spaced. The reason Grey Knights and regular Space Marine units don't fight together under normal circumstances is that the Marines are considered too valuable to exterminate in that manner.
Edit: I seem to recall something about Guardsmen who have faced Chaos in close quarters battle also being given the more literal than proverbial axe.
I do wonder how SoB is dealt with on this. If memory serves this fluff predates SoB, but they're part of the inquisition so maybe no one cares.