There is a psychological effect among gamers I like to call "Positive Opinion Spending" that afflicts miniatures gamers especially bad. The basic idea or emotional connection if you will is that because you spent a horrifically (stupid) amount of money on something, you must love it, otherwise you would be an idiot.
This is quite common among gamers of any sort, whether its PC games or board games... the idea that you can spend 50 bucks on something and than discover its terrible makes people feel like they have been cheated, so very often people who spent money on something will have a positive opinion of it just so they don't feel like a complete fool for having bought it in the first place. Typically the more expensive something is the longer the effect last, so you can imagine with an expensive hobby like Warhammer 40k that people spend thousands of dollars on... making the realization that its a sh*tty game is hard to swallow.
I say this up front because I know from personal experience that there is no talking to someone in the midst of over spending on 40k... They are in the army sort of speak and trying to convince them that there is a better alternative is a fools errand.
My suggestion is to simply wait them out. Many people eventually come to the natural conclusion about 40k on their own and quit, that's when you want to be there to introduce them to X-Wing.