I'm not sure what's canon, but in past games at least I've gotten more of a morally grey vibe from the space marines. They always seemed like they would be just as happy burning down a town for heresy as fighting space orcs.
I am honestly not that familar with the Warhammer 40k Universe and story so I don't know. All I was saying was based on my first impressions of the Grey Knights in the game, how they talk, and how they always seem ready to do a glorious sacrifice for their side, and so on.