I think the core rulebook describes Righteous Fury as the Emperor empowering you during your attack. There was a moment in our last game when an ork rolled a 10 for damage. I was about to roll to confirm Righteous Fury for the ork, but the players complained that Righteous Fury only applies to loyal Imperial subjects. So, are they right, or should the ork have had his moment of glory?

Only if they have the Touched by the Fates trait

By the book, if they have Touched By Fate they get Righteous Fury.

My game likes RF to be a constant factor for all people. The idea being that even the lowliest peasant scum can get lucky and injure/kill a Space Marine some days. However, I don't use RF when a Horde's magnitude is adding damage. That has already been factored in after all.

To assist in clarification, as per RAW Touched by the Fates can be posessed by anyone, not just loyal imperial subjects.

However as Delahunt says, there are a great many people that give RF to almost all individual NPCs, as it gives them a chance to do damage to space marines where they would otherwse have zero chance. In my own experience, this doesn't lead to a lot of dead PCs, it just leads to a little more unpredictability in the enemies from the players' perspective.

If you have foes who you want to be able to crit PCs but they really don't warrant being touched by the fates give them volatile weapons like plasma guns and you achieve the same basic effect.