Fear and Fanaticism
Those are the two key factors that keep the armies at bay. You know that you are fighting for the God Emperor, who is your saviour and the only power holding the Galaxy together and against you there are forces that want to undo his glorious work. And if you have any doubts, your nearest friendly Comissar will gladly reeducate you.
Now about "how would the 'savages' act on more advanced world": armies are meant to be used in the battlefields, not to mingle with civilians - they won't be hanging around shopping malls gawking at the pretty lights. Lo-tech recruits would be given a lasrifle, told which end should they point at the enemy and where to press (they don't need to know how does it work!) and sent towards whoever they have to kill! They will be fighting against tanks and planes, which they will treat as big monsters - but they already come from planet that quite probably have some powerful beasts. And the fact that your allies have "tamed similar monsters" (aka YOUR tanks and planes) - well, that is just the power and glory of the Emperor!
Its also worth pointing that Imperial Guard also uses some low-tech weapons like swords and horses. Although horses might be cyborgised and swords containing chainsaw.
While I can't recall any story about whole contingent from savage world, there is a good example of Eszrah Ap Niht from "Gaunt's Ghosts" series, who came from a tribe living in the swamps and the most complicated machine that he used to know is crossbow (or "reynbow" as he calls it) - but he is an extremely (even for Ghosts standards) good scout and assassin.