The combat phase unit activation order is probably one of the key decisions you'll make each turn.
When I first had a game, I has misread the rules, and I though each phase was done that way, you roll-off and then hero phase in turn, roll-off move units in turn, then roll-off for shooting and then shoot in turn, roll-off combat phase in turn.
That wasn't actually a bad way to play it. It did make shooting even more useful, but it felt like you weren't watching as much, but turns did take longer.
I agree, I love having everything I need for a unit on it's warscroll, and I'd love the same for 40k dataslates, and arguable change BS to a to hit roll, since it's already that anyway in 40k. Even if they don't change much else in 40k, having all the info on the dataslate would be what I want the most. No referencing of a special rule at the back of your codex, that then references a special rule in the main rulebook, that in itself references another special rule.
I did see a good argument, that it's harder to learn all the abilities of all the units with warscrolls, particularly, as a banner or musician for one unit has a different effect for another unit. And not a generic effect.