A part of it might depend on how often you get to report back to a real base. If you were in a forward outpost, or some such, and rarely contacted Command, you might get to loot some cooler, or other stuff, and get away with it. if you have a Tech-Priest with you, he or she might also be able to reconsecrate it, so that's it's in good faith.
Xenos crap? That's a no-no, but then Ork stuff is crap if you aren't an Ork, while Eldar stuff is a bit much for "lesser" beings to figure out. Chaos stuff might have similar to Astartes stuff, where it hurts you, if it isn't also just too big to use.