Well, I admit, I'm still going from my only-read-the-first-omnibus-perspective, but I felt pretty strongly that Gotrek and Felix works best as a lighthearted fantasy spoof. It's Pratchettesque: a mis-matched odd couple fighting silly villains (e.g. Thanquol), getting into wacky hijinks, and surviving by the skin of their teeth. My reading was that when Gotrek and Felix try to be serious, they significantly drop in quality.
They are lighthearted and a bit silly. That's their appeal, surely? There are lots of silly/spoof characters like that: Golgfag Maneater, most of the old Dogs of War book, and large portions of both orc and goblin and skaven background spring to mind.
And that's good, because as Ehstevey mentions, WHF has room for a bit of silliness, a bit of comedy, and a bit of black humour. Those elements are important.
I'm just not a fan of elevating one of the silly characters to divinity, because for the silly characters to have their effect, the rest of the world needs to be not silly. If that makes sense? Gotrek and Felix are a bit of a joke, but the Empire and the dwarfs as a whole are not jokes. Golgfag is a joke, but the Ogre Kingdoms are not. Thanquol is a hilarious buffoon, and indeed the skaven are usually portrayed as rather incompetent, but that occurs over a background of the skaven as a potentially serious threat. Orc and goblin comedy comes from juxtaposing their slapstick wackiness with a more solid background of brutality and constant war. (Thus e.g. many orc and goblin characters are jokes, but, say, the Battle of Black Fire Pass is not a joke. The comedy elements of the faction are sidelined.)
I have the same reaction here. The dwarfs can be comedic, and characters like Gotrek or Malakai Makaisson play into that. At times even more serious characters have played into comedic elements, such as Thorgrim Grudgebearer demanding recompense for the most ridiculous and trivial grudges, which are obviously the dwarfs' own fault. But that occurs over a foundation of seriousness. The dwarfs as a whole are not jokes, and so the dwarf gods are not jokes. You do not laugh at Grungni, Grimnir, or Valaya.
But I do laugh at Gotrek's hijinks. That makes a difference, to me.