Hot take: Despite the reputation of the TNO setting being cruel, unforgiving. and GRIMDARK, with references (Most notably with Tabby) and comparisons with Warhammer 40K being frequent, I would say that in reality, TNO is the anti-40K in terms of its themes.
Why? If there is one thing that keeps coming up over and over again in 40K, it will be the idea that the setting is so fundamentally hostile and broken that when it comes to the more 'order' aligned factions (The Imperium, Craftworld Eldar, Tau), their regimes, as genocidal, xenophobic, oppressive, and outright brutal as they might be, they are honestly the best that can be done given the realities of their situation. That all the endless meat grinder wars, pogroms, and atrocities being committed is what keeps the enemies out. And if it wasn't for said oppression, things that are much worst will find their way in, and destroy what little that you have left. In other worlds, it is a setting about the 'necessity of tyranny'.
In TNO, however, no matter how badly messed up the world might be, even after a global thermonuclear war, there is ALWAY hope, and things CAN always get better as long as you put in the effort. TNO also categorically reject the idea of the 'necessity of tyranny', even when said tyrants are well-meaning.
Over in England, with the exception of Chesterton, all the other members of the collab government view themselves as the only sane people around, and that if HMMLR wins, Germany will raze England to the ground, hence all of their oppression against their own people... Yet as we can see, a Free England under neither Jellicoe nor Wilson will result in a German invasion. In fact, an victorious collab government might even make things worst, since OFN will be much less willing to send over aid in the even of Operation Sealion II.
For Russia, one of my criticisms have always been that the good factions were just... Well, TOO wholesome. In the sense that everyone of them from centrist Komi to Sablin's USSR, from the idealistic intellectual of Tomsk to Tsar Vladimir's enlighten LibDem monarchy in Vyatka, from the Black Army's vision of uncompromising freedom under anarchy to Father Man's Christian communes... They all greatly undermine the experience when playing as the 'pragmatic, yet relatively benevolent' factions such as Stalina or Pokryshkin's Novosibirsk, since their argument of 'We are only doing what is necessary, for the alternatives are worst' is in fact not true... But maybe that was the entire point? That regardless of your ideology and political leanings, there is ALWAYS a possibility for you to do better instead of settling for 'what is necessary'?