I know they are, of course, part of the Administratum, but I like to think of them belonging to one of the extremely militant branches, as opposed to the poor bod looking after the Imperial parks and gardens, tree and shrub budget.
One thing to remember is that much of the civilian infrastructure of the Imperium exists essentially to support the military - the modern Administratum is to an extent an outgrowth of the supply lines and logistical structures that were established to support the expeditionary fleets of the Great Crusade.
It's one of the reasons the modern Imperium doesn't quite work at times - it's built from the ruins of a civilisation that was engaged in conquering the galaxy and had yet to be rebuilt properly into something that could endure in times of peace.
