the grey knights do have a number of chaplains background-wise... (as stated, it only makes sense considering the nature of their enemy!)
however, rules-wise it would be horrific to contemplate what 'litanies of hate' combined with S6 power toys would do!
also don't forget that the main idea is to make grey knights play as differently as possible from 'normal' space marine forces... (which is why they get no transports/drop pods, bikes and other such silliness!)
cheers!
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"Who are you to question my methods?! A 'Puritan' is simply a coward who hides behind a veil of pretended faith and denounces his loyal brother as a traitor out of simple jealousy!"
- Inquisitor Odion |