Too much (the very vast majority) of the Galaxy is unexplored and large parts of it are unreachable. Seriously, give it a moment of thought - The Tyranids specifically hunt for worlds with much biomass, so they won’t pass up on attacking life-bearing worlds the Imperium is unaware of and don’t know how to find, so there will always be splinters in wilderness space. Same for the Orks; lots of huge Ork empires to be found between Imperial-settled systems. The Eldar have a different way of traversing space than the Imperium and most of the Eldar close to the Eye of Terror (and Terra) died in the fall, so odds are that many or most Exodite worlds and Eldar Craftworlds are located in wilderness space or in the far Galactic south or east, outside of the light of the Astronomican and therefore outside of the Imperium’s ability to reliably detect or reach (not to mention Commorragh and its’ satellite realms, considering how difficult it is to get access to the Webway in the first place + how comparatively narrow it is to navigate it might actually be harder to take M41 Commorragh than M31 Terra; certainly you’d need multiple Legions to even consider conquering the Webway). Finally, no doubt the Necrons have Tomb worlds scattered in these same places as well (wilderness space/space outside the reach of the Astronomican).
All this doesn’t even begin to cover the no doubt seething multitudes of Xenos species who haven’t been detected by the Imperium yet, and considering that human worlds are forgotten or found somewhat frequently by the Imperium I don’t doubt there are human worlds in wilderness space or to the far galactic south and east as well (one of them would for example be Tsagualsa, which was rediscovered and populated before being purged by Talos Valcoran’s Night Lords in ADB’s series).
