Aside from purely combat-related problems that aardvark outlined (well, I personally would not place a certain bet on a space marine against an ascended character, and survivability whilst refraining from combat is not an issue) you will have a purely roleplaying one, namely - social interaction.
While the rest of the party are god-like warriors to be feared and all, you also have a human nearby - someone who isn't feared to talk to, and someone who propably will have tons of peer talents to further complicate matters for GM.
I had a group of 4 PCs taken down by two NPCs wielding Power Axes, light armour. One PC named Garret had Power Armor and full health with a man-portable lascannon. I think his BS was 70 and he was famous for taking down several tanks and even War-Walkers.
Another time I had a first time player have a demon intrude on his ship the first time he ever entered the warp. I decided to simply not tell him, having the demon hide amoungst the crew. However he wanted to expiriment with his navigator power, 'Gaze into the abyss', and happened to reveal the demon. I decided the teach him a lesson about this game, by having him die, spawning Warp Predator (Ebon Geist) whom has killed many good players (and has no weapon).
My plans were ruined when he passed the fear test and, with a pistol, scored 3 Righteous Furries and did something like 100 damage.
Just let the players play, I say. The dice will make the decision in the end. It's better when players blame the dice anyway.