Right, But thats the point, You can have a squad of 4 to 6 people, and you as the Director have no personal relationship with them, You order them around on the battlefield, you may grow attached to certain characters over time because Colonel Johnson managed to kill four aliens at in one mission, saved Private Tom's life with a medpack and was hospitalized for a month. They make their own stories, and you will usually remember and feel bad when you lose someone you have had since so and so mission.
But the point in The Bureau is that you are on the field, with these two agents, fighting with them, alongside them. And you probably wouldn't even know their names, you don't interact with them outside of the combat missions, And once they die, everyone, even you goes "well. Who wants his spot on the squad?". Sure they level up, and you'll be sad if you have to level a new guy from level 1, but for a squad you are a part of, shouldn't there be a little bit more?