So while playing the introductory mission, the moving through models seemed odd. It was turn 5 and the rebel player moved through my models and attacked the terminal. Seemed odd to be able to do that.

Perhaps we are missing something. Are there no attacks of opportunity? Is there a penalty for shooting while next to an enemy?

It was particularly odd because it was only two individual heros with the legendary powers, so it was really powerful to move past and shoot three times.

They incur a movement penalty when moving into enemy models' spaces and they can't end movement on an enemy model's space. So it's possible create a big enough wall of Imperials that Rebels can't get next to an objective; this can also potentially completely block line of sight.

You haven't missed anything on the AoO front, there are none.

I'm concerned about the way you worded your last statement though. The heroes don't get 4 straight actions. A) they get a standard activation of 2 actions then you get and activation. B) while you can game it with the ordering 1221 each turn to achieve the effect of each player going twice in a row, they do each have to take one of their activations before either can take their second activation each round.

In my experience, the drawback from running through figures and not attacking nearby figures is the return fire. If you leave yourself out in the open, a squad of stormtroopers can lay on the hurt pretty quick. A blue and a green die with a reroll is pretty powerful, and when you have a squad concentrating fire, watch out.

The game was with two players, so they were 'legendary' having two actions a round. It basically boiled down to either group up and get shot by the blast guy, or spread out to keep them from going through. After turn 5, the rebels could have shot the terminal no matter what I did with my 4 imps left.

Basically the uber characters were a bit over powered having two sets of actions, on top of being able to move through guys. Being legendary also meant that there was no way 3 stormtroopers were going to wound the rebel.