... Are Space Marines even portrayed sympathetically very often? I thought the general flavor of 40K is a universe immune to morality where everyone is an asshole, and space marines are just less cosmic horror than most other things. People like the setting because it takes grimdark to such extremes that it's comical and stretches the imagination. Yeah, I don't see how that can be construed as misogyny.
Sure they are? Portrayed sympathetically often-ish, that is. Least by the better writers, ha, and stuff where there's much room made for that sort of characterization. Sometimes. There's a lot of things to play on for characters that are unaging death machines with varying remnants of a connection to humanity.
So far as the female marine thing, while there are genemodded (and otherwise superhuman) female supersoldiers of various stripes, so far as I can recall marine geneseed is literally lethal for anything human that's not male (mind you, it's also pretty lethal for most things human that are, too). Chaos probably is rocking some things and mutation is always there for giggles, but as a rarely broken rule even for a population as large as the imperium all space marines are dudes... albeit chemically castrated and questionably capable of sexual reproduction, iirc.
Gender roles are kinda' weird in the setting, honestly. A lot of the setup (planets, individual spats of hierarchy, and so on, can be
radically different; for all the IoM is freakishly intolerant in a lot of ways they really don't give much of a damn in a lot of other ways, too) means any particular work's handling of it boils down to individual writer(s) involved more than anything. The imperium itself is pretty meritocratic in some ways, really. You don't argue too much with the glowing lady that can pimp slap your main battle tanks and have the tanks come out the worse for it.
... that said, space marines are actually pretty cosmic horror-y at the end of the day. They're human
shaped (in a general sense, anyway) and ostensibly on the side of man, but they get pretty freaky even without chaos getting involved. Extent it's hammered on varies wildly, though. Still... space marines are seriously pretty inhuman at the end of the day, moreso than some aliens or mutants or whatev'. By the time the transformation finishes, they don't have human brain chemistry, physiology, lifespan, and on, and on, and on, and then they go on to live lives that are centuries or millennium long and near utterly divorced from anything a human can survive.