I don't play a lot of RTS's, but I have played a few demos on my 360, and if my troops die, I don't really care. I'll usually just think to myself "Oh well. You can be easily replaced. Moving on.", and sometimes I'll send them on suicide missions for no reason at all. One time while playing the Endwar demo, after I had already won and just needed to wipe out the remaining enemies or wait until the time runs out, I dropped a WMD on the last enemy base and made several units go to the exact location where it would hit just for the hell of it... I think I might be a bit messed up.
However, in Overlord and Pikmin, if even one of my minions gets killed, I immediately feel as if it only died because of me and then I get very sad before vowing to avenge its death by making all of my other minions attack and kill the murderer. If I mess up and get a large number killed, I freak out and stop playing the game for several hours or days or I stop playing entirely. I can't help it, I love the little guys.