Very, Rogue Trader was a very different game to modern 40k. Space Marines also worked as police officers. Bionics were also a bit more exotic.
For another, Sisters of Battle were originally a specialist force tasked with policing and culling Space Marines that had deviated from Imperial standards, including entire Chapters in some cases.
Oh, and I wanted to add that just because Sisters of Battle exist in the same game as Space Marines doesn't mean they wouldn't fight Space Marines along with the xenos and traitor factions. Imperial factions fight each other at times. Sororitas and Space Wolves have a long-lasting enmity for example, which started when an Ecclesiarchy force went to Fenris to investigate the Wolves for possible heresy regarding their rituals. The Wolves refused to let them on the planet, and a space battle broke out for a few weeks before the Ecclesiarchy ships retreated from Space Wolves territory. The two have not been particularly friendly ever since. The Space Marine HQ might've accidentally been built on a forgotten holy site, or the Sororitas might believe the Marines fighting on the planet to have committed acts of heresy, or the local Space Wolves could've attacked the Sororitas forces out of principle, and the Sororitas returned the favor, with the other Space Marines helping defend their brothers. I'm sure minds more creative than mine could come up with something not quite so contrived.
Or maybe the Space Marines think they are going to be corrupted by the forces of Chaos, and therefore they decide to bathe in the blood of Sisters of Battle (and Hospitallers, etc. etc.)
