I think that immersive all inclusive game COULD be in Sid Miers (i hate that guy's name. why can't he have a simple to spell one) Pirates!.
Ok the weapons would be the same, but the free form, the shaping of the world, the immersiveness could all be there. Hopefully it will.
Discussing other games, Rome was indeed a fantastic game. Although it did dissappoint in some areas. Mainly the supposedly "You decide where boundaries are drawn". Wasn't quite there really. Battles as well got tiresome. The AI was stupid as always since it would still marsh up to within a meter of your army, stop and wait all the while getting mauled by archers.
Also i never did get the grip of finances. But thats a problem on my end. Otherwise it was great. City sieges with multiple armies, battles happening depending on where you are on the map and all that was great. Just a few things could have been done.
Never played W40k. Heard a lot about it, but just never got around to playing it.