I don't see the problem here, children exploring the 41st millennium. What could go wrong? They just need to avoid the Demons, Inquisition, Dark Eldar, the Orks, the Necrons, the Tyranids, the followers of Chaos, a large portion of the loyalist Marines, probably the Sisters of Battle too they might get turned into Cherubs, uhh the Imperial Guard because they might get conscripted, certainly anything to do with Slaanesh. I mean its not like in the year 40,000 there is only war or anything. I mean other than all the factions we know about and the reason the setting even exists in the first place it seems like a great place for kid friendly tales.