KRIEG follows two wars - the first being a grinding siege of an Ork-held hive in the Octarius sector cordon, and the second being the opening years of the Krieg civil war that would eventually give us the Death Korps. It's Imperial Guard v. Orks most of the way through, and we see a Stompa show up at one point. True to the game, it doesn't do much before it gets scragged by artillery. Spoilers and thematic discussion under the cut.
The real meat of the Octarius siege is how the average Cadian sees the Kriegers. Remember that Cadia is was a fortress world - if a Cadian can't field strip a lasgun before they can walk, they were born on the wrong planet. Still, when they look at the Death Korps, they see all of their values magnified - courage, selflessness, devotion to duty - and recoil in horror and shame. They do this because the Death Korps reveals a terrible truth about the military: to be a soldier means sacrificing a part of who you are for the sake of the state. Behind the promises of glory, honor, and Dodge Chargers lies the heart of the dark bargain that the Death Korps makes plain: the more of yourself you kill, the better soldier you are.
The Krieg civil war is explored from the perspective of the man who started the war and doomed Krieg to its fate as a Death World - Colonel Jurten. A native to Krieg who spent his life in service to the Imperium, Jurten sacrifices his armies, his hive, his daughter, and finally his world to ensure victory - always promising himself that he could rebuild later. Always victory would be in reach with one more compromise, one more terrible sacrifice, culminating with the institution of the Vitae Womb to sustain Krieg's inhuman attrition rate. It's never made explicit what the Vitae Womb is, but I suspect it is much like Nicholas Kerensky's Iron Womb - machines that purpose-build humans to excel in a specific niche.
In the end, the people of Krieg are no longer people, so to speak, but products of eugenics technology that prioritize skill in combat and survivability in highly toxic worlds above their capacity to feel and think independently. Generation after generation of humanoids, indoctrinated since before their birth to feel intense guilt at the fact of their continued survival, to serve the state with their whole being - what must Krieg look like to a daemon? Is it an airless, silent rock, the Death Korps not even registering to beings that hunt for souls? Or is it constantly emitting an aura of guilt and shame like astral smokestacks, choking the immaterium with its misery?