There's nothing wrong with that because that's what all fantasy is based on- mythology. The point is to be original and inventive with your influences. The creators of Warhammer did an amazingly good job by taking an idea and making it their own. That's how you create a good fantasy setting.
It's a bit disappointing to see archetypal fantasy creatures like Goblins (the East) and Unicorns (the North) in a game that breaks fantasy conventions so thoroughly.
