A horror element could come in any setting, the thing and alien were sci-fi horror, afterall.
The thing was sci-fi just because there are aliens, but we have no advanced tech.
Alien was the same but with a starship as the only truly advanced tech, but that was pretty much useless except as a bomb.
I'm only about halfway through the
40k roleplay stuff, system wise it seems like whfrp (I only know 1st ed).
That was a bit odd, as I reckon they had a breif to link it with the wargame, then, when that d6 system fouled up and couldn't cope, there came a weird fudge in the combat rules that still has me scratching my head.
My personal fave game has always been cthulhu.
Very simple rules, excellent fluff, very scary if you want it to be, or quite "indiana Jones" should you so desire.
Detective work + problem solving + needing a plan + you simply cannot beat up the bad guys = goody goody gumdrops.
That framework could fit
40k pretty well.