Black Space Wolves were a thing for a good while. While I know it's because "look, diversity", I can play devil's advocate on that marines recruit from entire planets, and so people there shouldn't be the same universal group, as shown in books like Spear of the Emperor.
But, we all know GW is not showing white people from Nocturne or white people in the White Scars, after all, only "insert European country" were always diverse, the rest of the planet has always been ethnostates.
Also, how many people actually know the Celestial Lions, tbf?