If the Imperium even had the mere ability to be a fascist state (one with high degree control by a central government with an autocratic leader), it would be a very different setting.
What the leftists really mean is that the whole setting, and Imperium in particular, are covered in enemy colors through the lens of their ideology, by mere existence attacking their many sensibilities.
Basically, it's a setting where in many ways leftist ideals, particularly the current year incarnations of them do not work, and the setting is painfully clear about this.
There isn't much leftism, what is there doesn't work very well, and it's not a safe space culturally either.
And if you haven't noticed, future oriented fiction and non fiction are something which holds a special place in leftist's hearts. After all, leftism is supposed to be what history and civilization progress towards, and when they say that they are "on the right side of history", that's what they mean. James Lindsay's lectures bring it up sometimes, the future, fictional or not, and the idea of being judged by history, has an additional, ideological meaning to leftist idealists.
Meanwhile in 40k, it's the friggin 41st millenium, and socialist utopia is nowhere to be seen, bah, it's further away than it was in the mere 3rd millenium.
40k, by its shape alone, is a middle finger to leftist theory.