Not incorruptible, it's just that none has been corrupted. But I see your point. Most of my knowledge of Warhammer 40K comes from the videogames, and I hadn't read the bit about none of the grey knights being corrupted when I posted that.
Alternatively, he could have killed one. Or been a member of your chapter. It could be interesting if I made him younger and he and Vordran knew each other before he fell. Add a bit more to the setting than just "these people all stumble onto each other and fight". If they knew each other, they'd have a personal reason for it.