It's kind of disingenuous to claim Sigmar as a purely colonial power when many of the Stormcast were inhabitants of the Mortal Realms who were forced to flee from their homes by the forces of chaos or were killed trying to defend them. Yndrasta, Bastian, and Vandus spring to mind but I'm sure there were more.
Is it really colonialism when you are fighting to take back your old home?