Balance in 40k

Hellions look pretty badass, but without the Baron...?

40k isn't perfectly balanced. That much is common knowledge; hence the amount of verbiage on forums across the internet about 'which unit is better, hive guard or pyrovores', 'how do I make my list into a super killy obscenity that Stalin would think was overpowered?', etcetera. We've all been there.

But does it have to be that way?