Of course a feudal world needn’t be medieval. Feudalism only describes the way society is structured, nothing about the technology level of that society. To @Space Truckin’s point above, Imperial Knights are piloted by nobles from feudal worlds and presumably there is nothing backwards about their tech level.
But visiting a low tech world as a high tech warband is certainly a cool idea, feudal or otherwise.
All such worlds would have been colonised with the help of STC technology, so while they may be ignorant of the galaxy and the Inperium, they’d presumably still have remnants of STC fabricated buildings. It could be an interesting reversal where the “ruins” are relatively high tech looking, if crumbling/overgrown, standard imperial structures - perhaps venerated by the populace as a relic of the gods of old. While the only intact buildings are whatever primitive dwellings the locals have built, from wood, brick, stone or mud depending on the tech level of the society now.