The article https://www.filfre.net/2020/09/x-com/ describes how X-Com was effective at creating a bond between the player and the squad members.
I saw a little of the playing X-Com 2, but I didn’t fully experience it until delving deeper into Mordheim.
I was surprised to find how sentimental narratives would emerge around certain warband members.
One of the first and most striking cases was when I was playing as the Sisters of Sigmar. I was playing the third quest mission, and had been totally blindsided first by poison (bringing a third of my strongest warriors to near death) and then by a Rat Ogre which knocked out multiple sisters.
Most of my near dead sisters were underground attempting to complete the mission, while a few remained henchwomen on the surface were pinned down by endlessly spawning skaven henchmen.
Two of the sisters above ground were knocked out, forcing a route roll, which I succeeded. That left me one remaining sister above ground, fending off multiple ratmen. If one more sister fell it would likely mean loss of the mission.
The sisters below ground had to move slowly because they were all near death. There was one more room containing two Skaven heroes that I had to clear out.
Meanwhile, above ground, the one remaining sister managed a series of successful parries and finished off two skaven henchmen which had already been injured before the previous two sisters had fallen. As two more skaven approached, I moved the sister into a corner so there was only room for one rat to attack her at a time.
She managed to slowly whittle away the next rat’s health as turn after turn went by, until eventually that rat died and the next one took its place.
The sisters below ground managed to finish off the rat heroes by the skin of their teeth and complete the mission. The sister above ground survived with a quarter of her health remaining.
That sister’s name was Kethe Splett, and from that point on, she was like a favorite daughter that I doted on and cared for. I focused on defensive skills for her to uphold her legacy of being an indomitable force.