In a game where you're already playing post human acid spitting demi-gawds in ancients suits forged to make you death incarnate I'm more inclined to lean to the rule of cool. Especially as it means I can also use similar ideas for villains. But then I'm also a fan of Exalted which also is a game about being as epic as you can be.
Since marine armor comes with recoil gloves built in, and they're ambidexterous I've pointed out the possibility of the Devastator marine dual wielding heavy bolters due to the armor ability he rolled up (which I witnessed). In the end it means that if they have the ability to get that kind of gear, the mission they're about to face should require it. If it doesn't...why do they have that much requisition to begin with?
I personally think the idea of twin storm bolters, with chain melee attachments, sounds like something an epic hero facing down impossible horrors should have. No stupider than two powerfists with bolters built into them.
I bet if Miyamoto Musashi were a space marine he would agree with me. Though he'd likely just use a power oar to smite his foes.
Finally, it sounds as if there's more of an issue with the player than the idea he's attempting.
If so, perhaps you should steer clear of games like Deathwatch and Exalted where PCs start as badarses and are expected to be epic from the get go. Or better yet, let him have his fun but make sure the adventure focuses on some aspect he'll need to use other abilities for, if not flat out sideline him until his one trick pony gets to shine.
If it's just your own personal quibble....you're the GM and you get to make the rules but I've always found 'because it's dumb' to be a poor argument. Make sure you use some of the earlier bits of advice to provide a in game reason they can't do it, which hopefully makes it a role play issue instead of a rules play one.