This problem comes about in many games
Building an army with the sole purpose to defeat another army is OK once or twice
but after a while you`ll get viewed as a coward and/or jerk.
The thing is it takes a lot of time and effort to set up a 40k game (yeah, i know, nothing new there) and people feel like their wasting their time when they an enemy specially designed to beat them for the 5th time.
Now if this were a card game, things would be less violent since you can easily change a deck of cards and beat the tailor with something he didn`t prepare for, but not so many people will lend you their minis for a game. And even if they do, they won`t have the minis you`re looking for at the moment (murphy`s law).