Way back in the depths of Rogue Trader the WFB world was just another planet in the 40K galaxy. In fact, some Chaos rewards were 40K weapons. More recently when the four Chaos fluff books for Fantasy were released they mentioned great Chaos warriors in each of them and had illustrations of cult Chaos Marines.
So the End Times in Fantasy might just be because of the End Times in the 40Kverse, not the other way around.