Two melee weapons is silly in a world full of guns. Few units in the whole 40k game have no shooting attacks. Nids being most of that exception, Daemons being the second. However? A pistol & close combat weapon would make more sense. Limiting your range, but still giving you an advantage of being effective in melee & inflicting those close range shots.
Inferno pistol = Melta pistol. The mixing of a bolter weapon with another for tactical flexibility already exists in the form of combi-weapons, although they're more expensive, can't generally have both elements firing at the same time, one tends to only have a small amount of ammunition, etc...with the honourable exception of bringing two forms of the same weapon together, like the storm bolter. Dual wielding pistols would make less sense, IMO, unless you're expecting to engage enemies at short-to-medium range that would need you to keep alternating between each specialty. You could fire both at the same time but as we're talking about two separate weapons, only one of which you could actually be aiming, its not likely to help as much as you'd think. And if you don't really need both equally as much, you'd have been better off leaving one pistol behind and bringing a bolter, or plasma gun, etc. If you're going down the pistol route, its usually because your primary weapon is melee, but having a pistol in your spare hand at least gives you some options at range. A shield is also a well-recognised alternative. Dual-wielding is generally a lot less effective than people would expect. There's only a few very unusual circumstances where you might legitimately want to do it (outside of the game artificially saying "Equipping a pistol in your off-hand is just as good as main-hand, therefore two pistols = 2x as good as one pistol").
I support two-handed weapons only if the particular weapon being dual wielded is supported in the lore as being 'dual wield-able'. I honestly don't understand why so many people are crazy about it. It reminds me of when everyone wanted the energy swords in Halo 3 to be dual wield-able... "It kills in one hit! Why the F would you need two of them?!" I don't know, maybe I'm just strange because I don't think dual-wielding is cool. I think it often looks foolish and like a failed attempt to 'appear' cool. I know the lightening claws and maybe the power-fists are dual wield-able in lore but I'm not sure of much else,(But I'm sure there are more). Regardless, it would seem much more practical to throw a storm shield in the other hand or a combat shield.
I'd only want two melee weapons if they were both Lightning Claws, maybe a Thunder Hammer and Storm Shield if the latter counts, and even then only if I'm doing the PvE in a squad. Maybe a Power Weapon and a Combat Weapon for those running a "Chapter Champion" loadout. The Emperor may protect, but having a loaded Bolter never hurts.
I would suggest that having the ability to dual-wield melee weapons is restricted to some form of 'veteran' or advanced player level. Using Space Marines as an example, the typical path for a battle brother is Scout>Assault>Devastator>Tactical>Veteran. Throughout this period, a Marine would be constantly being trained and limited to Codex equipment. Only upon elevation to Vanguard Veteran squads would a Marine have the experience and freedom to choose such a tactically restricting wargear loadout. Conversely as a Sternguard Veteran a Marine could forgo a close combat weapon and instead place greater emphasis on their bolter or a specialty ranged weapon such as a Stalker bolter or a Storm-bolter.
