While rare, it isn't unheard of for a guard legion to be granted the right to settle a conquered planet, and there is some degree of mobility within the guard. So yes, odds are you're stuck in the job you're born into in the Imperium. But you do have something to hope for, and that can be enough to keep people going (Imperial sayings generally attempt to disabuse them of that notion, though, "Hope is the first step on the road to disappointment," after all.