The point is you're not going to learn as much about how the universe currently works reading the Horus Heresy as you would reading 40k stories set in M41.
To understand the 40k stories you need to understand this history and lore pre-M41 otherwise you're not getting the full story.
There was a small bit of fluff about some terminators "41st millenium era" in a space hulk finding an old pod with a luna wolf in it, only for him to freak out and jump in an escape pod once they told him what his legion did.
I don't quite remember, and it might even be hearsay at that. I was discussing this same subject with someone else on a different forum when someone brought it up, if someone could confirm it for me I would appreciate it.
