The history of the Great Houses is a history of the Agrippa Sector itself. Through the activities and zeal of the great Rogue Traders of old, the sector was established into a dominant mercantile power. Rediscovered in M30 by the famous Imperial Missionary Aspen Agrippa, it was not long before several rival traders hastened to the area eager to exercise their licenses and exploit the unsullied zones.
It is worth noting that the emanations of the minor warp rift known as the Heart of Blood Star have periodically separated Agrippa from even the light of the Astronomicon. Although the servants of the Emperor in Agrippa are loyal, their offices and infrastructure are deviant from any Imperial norms; although it may be blasphemous to say so, this scribe has noted this to be true in many sectors, and some without the excuse of the distance from the Emperor's Light of which the Agrippa Sector is cursed.
In many cases the High Lords of Terra, to various of the Imperial bureaucracies such as the Adeptes Arbites or the Officio Assasinorum, or to the Tech Priests of Mars. This is a local condition based on frontier conditions, and wars have been threatened, and fought, over such privileges. The Imperium, whatever it's inner thoughts about such bureaucratic deviancy, has never seen fit to take direct action, although there have been outside voices that both support and oppose these notions.