You know you love it. 40k isn't 40k, if it's not over the top ridiculous....i mean the swords have chainsaws!
I think Chain Axes are perfectly reasonable. Obviously in a world with void grenades and deathstrike missiles you need to run up at people yelling "BLOOD FOR THE BLOOD GOD".
When I saw it, it reminded me of this:http://images.dakkadakka.com/gallery/2013/4/16/485272_md-Anime,%20Destroid,%20Mac%20Ii,%20Macross,%20Mecha,%20Monster,%20Robotech.JPG
Funny, if you follow the just horrified link I have that exact mecha in the post.