Oh I think 40k totally has combo-ish things where whole is greater than the sum of its parts... mostly due to special rules being handed around. Logan + Drop Pod + Long Fangs, or FLeshHounds + Herald on a juggernaut, or that whole mixed Eldar/Dark Eldar harlequin unit, or _insert independent character here_ + an IG blob squad. Although I think one of the things I most like about 40k as a game is that the combo's aren't THAT much more than the sum of their parts... it's rare for a combo to truly feel cheap or unbeatable.