Point-blank: The imperium of man has more power. In addition, the imperium has lasted for 10,000 years, and is remarkably functional in comparison to the empire, which only lasted 20 years or so, with 10 of those being unstable and with a tiny rebellion able to topple it in the end. In addition, the imperium has the capability to withstand any foe, no matter how powerful. Plus, it's a lot more inspiring to dream of becoming a 7-9 foot tall super soldier with a machine rocket launcher than a hippy in pajamas.
The Galactic Empire most certainly should as Warhammer 40,000 is a nerdy tabletop game that no one cares about, while Star Wars is a multi-billion dollar franchise that everyone has heard of. Warhammer is about as relevant as Dungeons and Dragons is to people with any semblance of a life whatsoever.
The Imperium was widely successful due to pure fanaticism. The imperium suppressed scientific advancement. The Empire relied on new technology. The Imperium would avoid alliances with outside sources regardless of the benefit. The Empire would ally itself with anyone as long as they had a use. The secret to staying alive in the Empire was simply to stay useful. The imperium was exponentially more oppressive.
At least the Galactic Empire has a better chance of being overthrown. Plus, there are species other than humans involved in the running of the Empire. Plus, it's much cooler to fight evil with lightsabers than with computers. The Imperium of Warhammer 40,000 sounds too much like the Borg collective in its control of humanity. Thousands of souls are sacrificed to the Imperium on a daily basis in that dystopia set far in the future.
I think more people would be for the rule of Star Wars over the galaxy over a warhammer rule. People know and love Star Wars and it was cool that jedi's were like cops in some ways and had a lot of say in what went on and were genuinely good.
I think that the Empire of Star Wars was a better system of governing that the war hammer 40,000. The star wars government knew what they was doing, and had been successfully governing their people for a very long time, showing that they have a good system that is trusted.