> There is literally no difference

Keep in mind, for you. To you there is no difference, but a lot of people do want to have custom legions during 30k. I don't even play the table top game, but yeah. There's no downsides, only upsides, to doing it as GW does.

On another point, I hate having what the Alien is, explained to me. I don't want to know the Alien's backstory, or Michael Myers', or what happened with the Dutch Gang before they broke apart.

Why do we want to know about the two lost primarchs? 99% because we're simply curious. That's pretty much it. It's not as if there are these amazing stories and characters GW have created and are holding from us. We have just been told there's a secret box, and god dammit we wanna know what's in the fuckin' box!