Fielding squads of troops beside your heroes just makes the experience so much bigger. It's closer in essence to a traditional RTS, as you lose and re-recruit forces, though the base-building element is still absent. It also means that any support abilities used by your heroes are more far-reaching.
Take the Imperial Guard's hero-unit Bernn. He's an Imperial Commissar, and the ability which really defines his role is Execute. This sees him head-shot one of his grunts to terrify the rest into breaking suppression and forging ahead. Guardsmen are ultimately disposable, and you cycle so many new troops in, the loss of one matters not a jot. But with later skill-tree unlocks, Execute gains new effects, can be used with greater frequency, and has influences on units further afield. Bernn is absolutely key to making a big, grunt-heavy army work. But if you just want to field the heroes and eschew the rank-and-file, that's an equally valid choice.
Sadly, the race I was most looking forward to playing - the Tyranids - boasts just a single customisable hero, the Hive Tyrant. Ultimately, it means less time tinkering and tweaking your force, as there's so much less to tweak and tinker. However, you still get to unlock and field pretty much every unit from the Tyranid 40K codex, each of which can gain new abilities and weapons through mission-specific rewards.
Again, this dictates your choice of the optional missions, as you find yourself wanting to upgrade your favourite units to the max. And frankly, towards the end of the Tyranid campaign, I was past caring about the dearth of hero-units. Carving through the Chaos ranks with three Carnifexes, a Swarm Lord and a totally tooled-up Hive Tyrant is the kind of brash, beardy nonsense you dream of pulling off in 40K, but never dare. It's an awful lot of fun.
Such vast choice comes at the cost of dedicated campaigns however. Each race basically plays through the same campaign, with variation provided by your choice of optional missions.
Compared to Chaos Rising, this makes the narrative a bit blander, as each of the races is shoehorned into largely identical struggles. Admittedly, the experience you'll have fielding, upgrading and tinkering with each army varies wildly, and is reason enough to be excited about Retribution. But each time you start the campaign again with a different race it feels a little more hollow, especially when you're working through the early tutorial missions.
And there's the trade-off: the tight, narrative flow of Chaos Rising may be gone, but in its place, there's enormous diversity, and more toys than you could possibly hope for in a Ł20, standalone expansion. To top it off, multiplayer now works solely through Steam, so no more NAT-bothering nonsense from GFWL. And if that's not The Emperor's justice, I don't know what is.