This is a question that actually came up during one of our DW game and that I couldn't answer...
What is the stance of the Imperial Creed on life after death?
Considering religions are in no small part around to answer that very question and to keep people in line ("Yes, your life sucks. But if you remain a faithful and conforming person, you will go to Heaven when you die"), you would think in a world so filled with death and despair, living under the most brutal human regime ever - this would be a pretty big deal.
How does the answer cope with the fact that in the 40k universe, the Warp, Daemon and even Souls are proven to exist?
. I think that poor Bob thinks about his family, his sick mom and pregnant wife and the four mouth he already has to feed. I also doubt that all Forge World are eating people up THAT fast, not out of mercy but to have a larger group of workers.