It's what I do, and I have a lot of fun doing it. I built a rather large Black Templar army that's sole reason for existing is to seek out the vile, the weak, and the unforgiven and eradicate them. Especially if they are witches. The Emperor knows that humanity has a tough enough time as it is, without all those screen doors to the warp running around letting in uninvited guests.
Especially guests that don't clean up after they've made a mess.