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First off, I want to make this clear this is for fluff purposes, not that I'm trying to give a gk dread holocaust or anything (although that would be pretty cool). Well, here's my reasoning. All gks are trained psykers, and all gk dreadnoughts are gks. Therefore, all gk dreadnoughts are psykers?
Fluff impacts: Since gks get shrouding because of their psychic (psykic?) abilities, doesn't that mean gk dreads should get shrouding too? Also, if a brother-captain who knew holocaust was put into a dreadnought after being grievously wounded, shouldn't that mean the dread should also know how to use it, since they're the same person?
According to the fluff in the codex, it's the GK's Aegis suits of armour that provide the shrouding, not the GKs's psyker abilities.
There's no particular reason why a GK vehicle -- including a dreadnought -- couldn't incorporate some of that technology into its own armoured hull. Probably wasn't done for "game balance" purposes.
ninjabackhand: point and click, again, really? even after i give you an military term "shock tactic" you still call it point and click.
RIP Warhammer 40,000: 21 Sep 1998 - 24 May 2014
About the BC with Holocaust into Dread. It would sound logical, but I don't really know how much physical freedom is required to perform a psychic attack. If you could just stand still and think the attack, you could perform it from inside a dread I think. But if you had to make elaborate body movements, you can't do that while in a Dread...
Tyranids Win / Draw /Lost 
Daemon Hunters Win / Draw / Lost 
Actually it's thier Aegis amor that provides the Aegis rules (aka makes them resistant to psykers) and if you make the DK blessed it gains the Aegis. The shrouding on the other hand is the focused chanting and prayers along with thier psychic abilities that make them hard to see for thier opponents "fooling thier tainted senses"
The thing with BC/BMs using psyker powers is they are also having thier squads use them as a focus point so it would make it easier to use I'd imagine, which would explain why they can use them in the middle of a horrible melee.