I am happy to answer your questions. As for why the Warhammer 40k story is not over, the main reason is that it is an ongoing game world, and the story background and plot are constantly developing and expanding. This makes it a large and complex universe, attracting a large number of fans and creators to create derivative works. Everyone can have their own ideas and versions, so there is no official ending.

As for the idea of ??creating fan fiction you mentioned, of course you can! Fan creation is one of the ways for fans to express their love and creativity for the original work. You can write your own Warhammer 40k ending based on your own thoughts and creativity, and publish it through appropriate channels. This will not only satisfy your creative desires, but also share your story with other Warhammer 40k fans.

Here are some pictures to help you better understand the Warhammer 40k world and your creations:

Happy creating and looking forward to seeing your creations!