Martyr and Prophecy are both standalone. Martyr is the original game, and Prophecy is an expansion, with an additional class and missions. But you can play either without the other. If you just get Martyr, you won't get the additional class or extra missions; if you just get Prophecy, you won't have the original three classes, or those first several chapters of story missions. I own both.

Someone please correct me if I'm wrong!

According to the Steam page for Prophecy, it requires the base game, Martyr, to work. As prophecy literally only downloaded like 175KB of data, all of it is in the base game files, and you just need to purchase Prophecy to "unlock" the expansion content.  Just what I've observed. 

On the Steam page, it says, "IMPORTANT: You don’t have to own Warhammer 40,000: Inquisitor - Martyr to play this game."

Ah, if I'd looked more carefully, it answers your question in a pinned thread above: https://neocoregames.com/en/community/hub/inquisitor-prophecy-detailed-faq

It also clarifies that you can play one without the other.

Ah cool. Guess I should read more carefully. Thanks for the correction mate.