Zombies from warhammer made it in the undead Mordheim box.
The reason figures in the smaller games could not be used in their big brother's is that many were specific to the game, especially in rules:
Ratskins would be compleatly out of place in 40k, as they are Native to necromunda. You could use the models as a cool ferrel guard army, but their background/special rules would be ridiculous.
I can't see rebel grots getting very far in a 40k ork army. They would be killed in seconds.
That fat wizard from mordheim WD rules needed wyrd stone, hense bring stuck in the city.
Epic is out for 40k due to scale.
Blood bowl is meant to be a different universe entirely.
Many others…
So, there are good reasons gangs and what not shouldn't make it across. If they are doing this it has the games losing their unique difference.
Of course there money, and this is GW… Their World is plastic now. Plasitc moulds cost money. Back when they used 80% metal, a scavvy cost as much as a catachan to make. With plastic you have the problem of volume, you need more catachans than scavvies, so you end up with mountains of unsold scavvies, or Verry expensive ones, both costing money. It's better to put your scavvies in several games to multiply their sales and help to shrink the mountain (of course, again, scavvies are Native to necromunda, I just use as an example).
