Look, if we want to be prentious arses about this, then GW books are neither since they are not hand written or ancient. They are just books. However, it's just GW using the word in an 'atmospheric' way and since they are already using the term incorrectly, it really doesn't matter how they pluralise it. Even though that pluralisation has been commonly accepted as being acceptable for quite some time.
Edit: +1 what Copeland said. The overriding rule for language is use and acceptance and since codexes makes more sense and is easier than codices, it has become commonly accepted.