This would destroy the setting. 40k is about 'grimdark' and the oppressiveness of life in the universe. As for inclusivity, I'd argue it's already there- and always has been. Guardsmen have included women in the fiction since I can remember, you have Sisters of Battle, Sisters of Silence, various Inquisitors are chicks. Sexuality is occasionally mentioned (straight, gay, etc) but sparsely because romance and who you're banging pretty much never factor into the plot of the book/lore snippet. It's always something horrifying and violent.
Salamanders are canonically black, as is Vulkan. Thousand Sons are of middle eastern lineage, World Eaters are slavs, White Scars are Mongols/Chinese/East Asian, etc.
Female space marines would be silly because there are already the Sisters of Battle and Sisters of Silence. Space Marines themselves are sterile and every pound of their flesh shaped towards violence. What would a female space marine even look like? There'd be no point in giving her breasts or her having an ounce of body fat (or otherwise exhibiting the typical female curves/slenderness). A perfect transition for a female applicant would, in theory, make her look like any other (male) space marine. There'd be no telling. Space Marines are also, with only two exceptions I can think of, entirely asexual.*
If they wanted to really emphasize 'its a woman!' she'd just be a slightly smaller and curvier space marine. At that point, I'd just point to the Sisters of Battle/Silence.
The lore and setting do not need changes for the sake of inclusivity. It's fine as it is- and wildly popular as is.
*Bjorn the Fellhanded, after internment into a Dreadnought sarcophagus, seemingly flirted with a Fenrisian female inquisitor. Also: The Emperor's Children are obviously hyper-turbo-sexual in an Event Horizon kind of way.