There's a lot of wargames that try to be as realistic as possible and still work. Like
this for example (I haven't played that though). But it needs a different approach than your usual RTS which is quite abstract (you collect resources & make guys etc, it's more like a whole war compressed into 1 battlefield than anything realistic), try to make the gameplay overall realistic and not just the scale.
And if you've always got so many units that you never command any one individually, that just makes it more annoying to control them than if you compress the unit count. No point to have too many units just for the sake of it.
Basically your units need to, at minimum, easily give relevant info to players about what's happening and provide a nice feeling control scheme. These can be acheived in a game of just moving icons around too, at least if it was designed for that.
That might've came out a bit messy but I hope it gets my point across...
WH40k might be epic, depends on definition, but it's definitely not realistic.