This one is another obvious one but just having the ability to play as a fighter from each faction, choosing your different abilities and different skins. Customizing the look of your Space Marine or your Tau solider. The abilities and bonuses that could come from each faction and different campaigns for that could stem from each one.
Warhammer might have a bit more of a tactical feature to it than something like Bleach, but who hasn’t wanted to just throw tactics out of the window, rev up the chainsword and go at it like the god of war that you are.
Slicing, blasting, kicking and generally gouging your way through the Ork armies couldn’t get any more satisfying, surely.