Sure, but to press the fantasy quotient here: The armour they're wearing is proof against most rounds including bolter rounds; so it's not hard to see why including melee fighting is logical. You'd want to ensure a kill, and melee is always the best way to do so. In the same breath, the quality of that armour means that HEMA and other martial art principles count extra, because the armour is so good that slashing diagonally along the plastron for instance would be as useless as it is in real life. A Marine would know to cut for the neck (the #1 and #2 strike), cut for the inner thigh/crotch joint (the #3 and #4 strike), and execute enemy's efficiently by cutting the neck or stabbing under the arm and into the chest. That last one goes double for Marines because (I believe the lore states) that the primary AND secondary hearts lie along that vector. The flowy, showy eldar animations we saw are fine in my opinion. I always assumed they would be more wushu-esk. But cutting along diagonals never does real damage in a fight. Oh, also, I do hand and a half, longsword, katana and spata/palmula training. I'm pretty into this stuff.
Okay, the situation was this. A bunch of bandits were in a relaxed position on a checkpoint, collecting tolls on travelers. I was in a quest to find some drugs that were stolen by these bandits. Their loadouts were a guy with a sniper rifle, three with ARs, and one with a shotgun. I had my sidearm in a holster, and a Zweihander laid over one of my shoulders. We talked for a few minutes, as I had 4 of my own buddies, and there were 5 bandits. We were in the middle of negotiating, when I realized the talks were about to go south. So I plopped my sword into both hands, and charged them. There was about 10 feet of distance between me and 4 of them. I closed that distance while they were still fumbling with their holsters, and chopped into 4 guys, just before the last guy with a rifle could react and shoot me from point blank(I was dashing to him next when he shot me). My teammates shot the last guy in turn, and patched me back up. We didn't get the drugs; as someone else got to them before me, but still it's a pretty good exercise in precisely how a sword can be useful in combat. Heck, there was even a guy who stormed the beaches of normandy with a SWORD, and actually killed people with it. He was a scottish officer named Jack Churchill. Swords work in combat if you use them properly. I'm pretty sure you're not going to be doing much if a guy with a 5 foot long sword separates you from any of your 4 limbs. And modern armour isn't actually very good at protecting people from swords, except maybe in the case of stabs directly at the torso.
Once again, you only prove my point on how situational it is in the age of firearms, but regardless, flashy warhammer 40k animations are here to stay. Also Ol' Jack's sword kills were from when he took a bunch of German soldiers (who were disarmed) prisoner in Italy, when they were being escorted back to friendly lines, some of them rebelled and he lost his broadsword in the scuffle. He's really more famous for his longbow kills.
