I'm still playing though not that much as the RL friend group I played with have lost interest. I like the gameplay loop, I don't mind the cosmetics shop or whatever since that is optional, but the content and the story is lacking in the extreme.
There should have been at least twice the number of levels, and at least 3-4 times the number of missions. Likewise the number of "randomised" events during the missions should have been upped considerably so that it doesn't feel like you are playing the same mission over and over again. Simple things like the assassination mission featuring a different random boss at the end would have been so much better instead of that same dude that most people can now do blindfolded.
The classes need work too. I've had a lot of fun with the Zealot and the Veteran class, but the Psyker and Ogryn are not a lot of fun. I haven't played them much but their feats feel uninspired and weak. More classes need to be added, hopefully not as paid DLC and existing classes need to be tweaked.
One other thing I would have liked to see is the inclusion of actual story missions instead of the dumbass cutscenes you get every few levels, that took Dan Abnett all of 2 seconds to write. Specially designed missions that you do only once per play through, per character, that feel special and unique and that you don't do on the usual mission rotation. It would have gone a long way to making the game and the characters you meet in it more fleshed out.
Oh well, it is what it is. I put in 50-60 hours into it and I've had fun, and I'll probably put in some more to get some optimal loot builds so I can do the hardest difficulties just for kicks. But it is very barebones. Miles better than that horrible spacehulk game of a few years ago, but the curse of 40k continues.