It bugs me. I like the regiment creation rules, but it's still a shame.
AFAIK, Death Watch has you choose a chapter your PC is from. DH has origins.
But in Only War, there's no individual distinction beyond what you roll for stats, wounds and fate and everyone else.
So how do you rectify this?
One thing I do is let everyone be in the same regiment, BUT they can choose different doctrines if they desire. Plus it reduces any possible friction over playing X because one player wants a certain aptitude from regiment generation.