Sorry, I edited my reply right before you answered.

By incompetence, I don’t mean “setting up a self-defeating empire that’s doomed to failure” but “shooting yourself in the face because you held the bolter the wrong way.”

Fair enough, I suppose. I'll grant you it's unusual for most factions to be portrayed as actively stupid on like, an individual level. If I were to go looking for examples, again I would look at the Ecclesiarchy & Imperial Nobility first though.

Part of this though is that I think it takes some amount of talent as a writer to be able to make a plausibly stupid villain, and most 40k media while IMO not completely terrible is generally at best like Airport Pulp in terms of the quality of writing.

A good example of what I'm talking about, that I'm reminded of because I've been rewatching Breaking Bad recently, was the bit where Walt & Jessie are trying to steal P2P from the chemical warehouse. They successfully pull off their scheme to use thermite to fry the locking system, but then they don't realize that a chemical warehouse isn't going to carry shit in easily transportable quantities for individual use, and don't think to steal a hand-truck, so they end up waddling around with a 50 gallon barrel of industrial chemicals between their legs.

What I'm getting at is that I don't think most writers would care that much about the logistics of this kind of thing, or make a point of writing it into the story.