But it also takes no imagination for anyone who knows how the Imperium and Space Marines work to assume there are exceptions.
It takes more imagination to assume that there are not fleets, especially crusading fleets and chapters in the far flung galaxy rim worlds, that would never have lances. The nova proves that marines can mount ship killing weapons on escorts, which is actually more significant than if they were on their capital ships.
The SM can't always rely on the IN in dangerous spacelanes, they have to fend for themselves as a fleet. Now usually they do this in their own heroic boarding way, as true marines. But of course you will find the odd strike cruiser with a couple of lances to protect its sister ships, since in the fluff only lances are seen as ship killers.
And its not like lances CAN'T be used for bombardment, has no-one ever seen...well, there used to be a really cool pic of an orbital lance strike.
Can't find it atm 
No, this I have to disagree with absolutely. The Horus heresy was possible due to the SM legions having their own warfleets. After this it was decreed that SM chapters would not have such fleets any more. This isn't merely some codex guidelines that can be ignored to some degree or other. Space power was taken out of the hands of the space marines and put solely into the hands of the Imperial Navy. Space marines may reign supreme on the ground, but in space it is the navy that holds sway. The heresy is the single most devastatingly traumatic event in Imperial history. Nothing else comes close. Do you think that the Highlords of Terra would even countenance the possibility of allowing space marines such fleet weapons on their ships? [Note: lances are purely fleet weapons. They ignore target aspect and armour and intervening blast markers, allowing for good damage despite ill manoeuvring or target obfuscation.]
The psychology of power states that those that have it are paranoid about losing it. When you throw in the sheer intimidation factor of Space Marines and the idea of just how unstoppable they would be if they controlled the space lanes too this paranoia would be ramped up considerably. Add to this that rebel Space Marines were the ones responsible for the greatest blow to the Imperium in all history, including the death/undeath of their god-emperor and the idea simply would not be countenanced.
The Imperial Navy rules the space lanes of the Imperium, and any post-heresy Space Marine ship found with lances would be hunted down and destroyed mercilessly, with possible further ramifications for the Chapter as a whole. No chapter would be exempt from this, not even the most powerful chapters, such as Ultramarines and Black Templars. In fact, the more powerful the chapter the more assiduously they would be monitored.
This is the psychology of power. This is the psychology of the Imperium.
Sigoroth, I think you're way off here. First, um, the Nova wouldn't exist at all then, if what you say is true. It would have been blown up, along with all the chapters that don't follow the codex astartes, which means that Space Wolves and BTs would have long ago been exterminated, along with the Dark Angels. Since, this didn't happen, one must assume that the prohibition was not absolute. Bluntly, though, I suspect that particular weapons were probably never even mentioned. IN, if you stop and think about it, would be concerend about any armed space marine escort, as they are universally too small to support landings. It just mentions it in the Nova entry, and implies it again in the Hunter entry, as the Hunter is clearly meant to be an equivalent of the IN cobra, just as Nova is a firestorm and Gladius is a sword. (It's vaguely implied that
Eisenstein is a Gladius when Gerro compares it to the 'new' Sword class)
And if you never caught the rather tongue in cheek naming scheme before now, well...
Vaaish: As far as space marines building their own ships: It's flat out stated, and not just in the silliness about SO, that Ultramarines, at least, build their own ships at Calth (again, Nightbringer, Chapter 4, et al) Not at the segmentum fortress. The Salamanders are stated to build their own ships as well, as are the Dark Angels. It would not surprise me if BTs did on an as-needed basis, since they consider the Ad-mech to be heretics and have their own forge ships to make their own equipment.
As far as the more powerful then IN subject goes, I might point out an interesting thing: if the fluff dates are right, it's not the current IN fleet they'ed have compared it to, it's the IN fleet at the time. Which would be the Chaos fleet. Remember that the current IN fleet only really came into existence around M37. A single 30 cm str 2 lance on a turret and a bunch WB would have been considered weak, slow, and close range in a fleet where chaos cruisers are the norm.