It's not canon you have to answer to - it's the players. 
Rule Zero ("The GM is always right") is beaten by Rule Minus-One ("Players can leave").
Inquisitor players tend to know the setting backwards - that's why they play the game. With that in mind, I'd never stray that far from the boundaries of the currently accepted setting, particularly with larger groups or ones you're looking to expand. But I don't see that as a problem - the boundaries of the WH40k setting are gargantuan (possibly the largest of any fictional universe I can think of. The only possible contender I can currently think of is Star Wars - also a science-fantasy setting on a galactic scale, with millennia of history).
Having to tone it down a bit when using ex-canon hardly hamstrings what a creative GM can do.
Well, all I can say is, your experience is different than mine. I'll give you an example.
My first 40k rpg campaign was called Afterman. It was run with 1st ed 40k and a tack-on set of rules from
Dragon magazine called
Orcs In Space, which made for a role playing system about equivalent to original D&D in complexity. I was running it in the mid 1990s.
Inquisitor Hezekiah Masters had discovered an ancient Squat device called the Time Funnel. It had, as it turned out, not been invented by the Squats, but by a far older alien race. The device had the effect of massively increasing the effects of time on anything. Essentially, you could shove a sword, radio, or hamster into it, and age it a century in a couple of seconds. The Squats used it to test the effects of aging on various alloys and engineering prototypes, but other than that, pretty much left it alone.
Masters saw a very different use for it. Would it be possible to use such a device to speed up evolution?
After something like seventy years of work with the Squat engineers and some kidnapped tech-priests, Masters managed to evolve human cells several million years into the future, and, ultimately, to clone such super-evolved humans as babies. From that point on, he undertook to raise and train them in normal space-time.
He had created the first fully evolved humans, who would, given the proper training, be capable of overcoming the Powers of Chaos.
Now, this campaign was run several times, twice in the system given above, once in Inquisitor, and once, abortively, in Dark Heresy, before work considerations forced me to stop.
In only one of those incarnations did I ever have anyone complain about it being out of canon.
In each case, I explained to the players ahead of time that the plot was eventually going to diverge from the standard 40k line. Only the one guy had any complaints, and he ended up leaving. For the rest, they all agreed that the fun would be in the unknown, though against the familiar backdrop of the 40k universe. All had a good time, and nobody ever stormed out, despite such a major break from the established canon.
In the end, I think, any rpg has to be about exploring the unknown, at least to some extent. Where is the fun of the infinity and strangeness of the 40k universe, if you know that the strangeness only goes so far?
Sure, I can see running one-offs, or Inquisitor style narative campaigns, where the whole purpose is for the Istvaanian Inquisitor Shaboobowitz to track down and destoy the Horusian Inquisitor Finkelstein before he summons the demon prince Uhp'chuk-loogy to devour the local nebula, but I think your fears of rigidity are a bit unfounded. My experience is that, as long as you don't pull a bait-and-switch, most players will enjoy a good plot twist.