So, this is two parts silly, and one part seeking opinion. For anyone who has played the Frozen Reaches chunk of the Warpstorm Trilogy, what's to stop the following hypothetical?
(I will endeavor to not truly spoiler anything)
You arrive at Damaris, to find an isolated world, shallow on defense forces, likely to be steamrolled by Orks. The Navy seems uninterested in protecting their "asset" in the Expanse. You eventually do your part, and at the end, are left with a valuable planet. How Imperial is Damaris, though? Why couldn't you simply, once all is done, see to it that the Governor is out of the way (he might even step aside for you, thus not need to meet an end), press, or eliminate the General, and take the planet for your own? Rogue Traders are empowered to claim worlds for the Imperium, and Damaris isn't inside those borders. The Imperium doesn't care about it, and if your satrap continues to administer it in a way that is in accordance with what the Imperium expects, while giving nothing back in return (the Imperium), they'll probably even endorse it. Bloodier coups have happened with no interference from the Adeptus Terra, so long as tithes are made. Get the lady Lord-Captain to join you, since the Navy doesn't care for her, and YOU saved the people, or she continues to be the Imperial militant rep to a world you conduct in Imperial fashion, and one that might get more stuff, now, since it has proven valuable.
In some ways, it doesn't seem it would be that hard, if a few people happen to have accidents when the Orks attack, or you show them that you are better. People have elevated heroes for less, in other circumstances. If you quietly secede, you might even become "chummy" with Orleans, or stay loyal, and keep paying her, and she's still likely to be nice for cash.
So, obviously this might not be the best idea, but why not? What are the biggest lynchpins and hurdles? What's most likely to go wrong, and why?
Well, I tried to limit spoilers for Warpstorm and Frozen Reaches, only really mentioning some character aspects the GM will talk about. If I said something important, sorry, and I hope anyone else here will please try to keep it spoiler-free. Thanks.