40k has been like that for quite a while though. The game is ok whilst the models and story sold the game (along with GW stores, that is another issue).
If you have played a number of other tabletop wargames you will notice that many of them seem better mechanically. I particularly liked the rules for Dark-Age which had a my squad goes then your squad goes until the end of the turn system. The thing many people don't realise it most of the other games are skirmish games. You don't usually field the same sized army (say, over 75 figures) in other games - not all, just most. 40k does very well for large play.
Yes those massive apocalypse games still take all (long)weekend but you have have a 3000pt game quite easily without too much bogging down of the system.
I really hope that GW takes a look at 4e D&D though. A keyword system, which 40k partially has with Universal Special Rules, would be great. They need clear logical rules descriptions. Strange how the wargame which became an RPG got the rules mechanically so smooth (D&D) and the wargame that has just tried to pick up some RPG story elements (40k) has been a bit clunky. Maybe it is a UK thing but that language and grammar can be a bit strange in some of GWs rules.