Interestingly enough the first role playing game I got to play for an extended length of time was a power-gaming snowflake-fest. Seriously it had cloning based character resurrections and self aware liquid metal (like the T-1000 from Terminator) starships. Essentially every science fiction concept that the group liked (including a lot of 40K stuff) got woven into the game so a new book series or movie usually spawned new worlds.

In the tradition of the Orkish yoofs I rebelled against such unfettered freedom and really clung to the rules creating characters that were underpowered and somewhat mundane for the setting.

That game system in particular taught me that shrinking the scale of an adventure actually makes things appear much more epic than expanding it. Once you can save/destroy whole worlds on a whim then it becomes passé... until you add consequences. Once you have smart GMs that consider ramifications and consequences then you can have a game where the players have fantastic resources at their disposal provided the resources are not limitless.

Sure a Rogue Trader can afford to install a Nova Cannon and perhaps a Nova Cannon isn't quite as powerful in the crunch as the fluff suggests but as I see it Rogue Trader is a game of ultra-high stakes negotiation. Your Nova Cannon isn't really a weapon it is a bargaining chip, heck it is even completely unable to be disguised so everyone knows when you've got one.