If the noose is a holy symbol, and the candles are weird, just remember that in our reality, there's a death-obsessed cult who's insignia is one of the worst and most cruel execution methods employed by their own oppressors. On top of that, they perform ritualistic, symbolic cannibalism every cycle to purge them of moral corruption. And that's just what I was born into.
I'm being slightly facetious, since there's good reason for all of the things in the above sentence (and I'm not trying to make fun of Christianity!), but I can only imagine there's something similar in the Necromunda-flavoured Imperial faith. When viewed from the outside, it's absurd, but given their context, they probably make sense.
Or it's just GW borrowing aesthetics from the old models, trying to make them slightly Catholic-medieval-edgy. Who knows.