You wanna check boii ? No need to be envious, one day when you grow up you might have one too, a kind of at least (is that a tyranid in your avatar?).
That would be a Swarmlord judging by the swords (which he cant put down since its a bloody biomorph not a sword, shoot the infidel who drew that!) and they indeed have no penorz.
We don't actually know if space marines still have their dicks. It would tecnically be a positive thing for them to get that removed, cause it could be a distraction from their duty to the emperor.
Old school bone-swords were separate entities from what wielded them, in fact, they could even be wielded by non-tyranids! you just needed a little psychic oomph to stimulate the bug to energize the blade.
Given that they're all deep-voiced and that slaanesh has been capable of tempting marines through lust, it's likely that they do. But as it's not part of their physical enhancements it might look comically under-scale on them. And after the Ultramarines have their sense of humour surgically removed, my understanding is they mentally file it under "small pink groinal sword, not very effective when used to stab enemies. Best not practiced with when alone; possible concerns of heresy" Meanwhile, on the dark side, there are chaos marines attending Slaanesh parties and saying "Ahhh, so that's what it's for!"