When the powers that be strangled the 40k universe, the warp acted in very strange ways, chewing up and spitting out everyone and anyone, this guardsmen, who appears to be from the Death Corps of Krieg, died in a nameless battle, like many before him, but due to the circumstances, was sent here, in an interdimensional trade deal (akin to your ex dropping an unsolicited box at the front door) to a new realm.