I can believe that maybe some people play one of the goofy kiddy games with prepainted plastic miniatures based on some kind of popular IP. I've never seen anyone actually play them, but it's a conspiracy that at least sounds kind of plausible-ish.
However the full-on mass army shit like Warhammer? I am absolutely positive that no one actually plays it. I think maybe once every couple of years GW collects 20 or 30 guys to play a game and take pictures of to post online or whatever.
In decades of gaming, many groups, and many hobby stores that sold GW stuff and paints, I have never once seen a game being played. Every so often I make friends with a guy who has a basement/attic/room taken over by minis and painting supplies.
"Wow, you're a really good painter. How often do you get to play, who else around here plays?"
"Oh … uh yeah, Anon. I totally play. I play the game with uh … Bob Bobson. Yeah, I play so much." It always sounds like a middle schooler lying about the boobs he's touched.
Warhammer type games actually being played is just an urban legend.