In this paper, we crystallize the role of heterogeneity in MARL policies. We introduce Heterogeneous Graph Neural Network Proximal Policy Optimization (HetGPPO), a paradigm for training heterogeneous MARL policies that leverages a Graph Neural Network for differentiable inter-agent communication. HetGPPO allows communicating agents to learn heterogeneous behaviors while enabling fully decentralized training in partially observable environments. Through simulations and real-world experiments, we show that: (i) when homogeneous methods fail due to strong heterogeneous requirements, HetGPPO succeeds, and, (ii) when homogeneous methods are able to learn apparently heterogeneous behaviors, HetGPPO achieves higher resilience to both training and deployment noise.