No, Viv. It's not important. At all.
Did you never question why GI Joe, or Transformers, didn't put more effort into appealing to girls? Why Barbie didn't put more effort into appealing to boys?
Because, broadly speaking, boys and girls, men and women, are D•I•F•F•E•R•E•N•T. And again, I'm speaking broadly. Exceptions always exist, but those exceptions only serve to further prove the rule.
Some years back, Lego wanted to understand what differences, if any, there were between the way boys play and the way girls play, so they commissioned a study to answer that question. What they discovered was that, yes, there was a vast gulf between the two. When boys play, they like to imagine themselves as the character. A little boy playing with a Batman toy IS Batman. A little boy playing with a Michelangelo TMNT toy IS Michelangelo. In essence, the boys cared about the characters and wanted to live in that fantastical world.
With little girls, though, their play style was different. They didn't become the characters. The characters became them. They didn't want to live in a fantasy world. They just wanted to live in a more extravagant version of their own world. That's why, say, Barbie is essentially a cypher. Barbie is an avatar for the little girl. Barbie doesn't need her own personality, because her personality is that of the little girl playing her. Barbie doesn't need to go on wacky adventures fighting monsters or aliens, because what little girls want is to live a more exciting version of their own life through Barbie.
Boys and girls, by and large, are attracted to different things and want to get different things out of their play. And those things rarely if ever intersect. Again, there are exceptions. But if a girl likes a boys property, she likes it for the same reasons the boys like it. And if it gets changed to appeal to girls, then she will dislike it for the same reason she already dislikes playing with other girls toys.
The same holds true by and large for men and women. Which is why, when you change something to make it "appeal to women", the end result is shedding a whole lot of the male audience while capturing very few new fans. Because, no matter how much you change it, it'll never be fully something which will appeal to women, but it will be different enough that it no longer appeals to men. You can't transform Star Wars into Barbie (and you DEFINITELY can't turn Warhammer into Barbie!), and nobody has ever successfully replaced an existing audience with a new audience.
So no, Viv, it's not *incredibly* important that our "toys appeal to women and girls." It's incredibly important that they NOT be intentionally changed to chase a phantom audience, because that's how franchises and IP's die. It's what happened to Star Wars, Marvel, DC, The Witcher, Rings of Power, Doctor Who, Terminator, and on and on, and Warhammer 40,000 will suffer that same catastrophic failure if it tries going down that same path.
Not to mention, 40K isn't a Star Wars or an MCU. It's not big enough to absorb the impact of a bomb like the upcoming The Marvels and slowly die over the course of several years. To the contrary. It's particularly vulnerable as it's a hobby heavily dependent on a large and active community of participants. Which means it'll hit critical mass a lot faster and collapse a lot more quickly than other, larger franchises which aren't built around needing a community to function.
You shed all the people who like the setting and the lore, you lose all the people who depended on that existing network of players. You lose all the people who were depending on their local communities to be part of the hobby, you lose 40K altogether.