Periodic hit on it when they said "the service men and women will be there fighting regardless of whether it was right or wrong because the cost of missing the right call is too high."

I believe those who hold that logic, myself included, have different expectations of the responsibilities of the soldier and the henchman. The soldier is in a strict hierarchical organization that demands its members follow orders for the organization to continue operating. Members lower in the organization are expected to begin working before they understand why, so they aren't held responsible for everything they do. The henchman may also be a part of an organization like that, but he is just another citizen, working for his organization and own betterment, and is expected to be responsible for his actions. Also, he can hardly say that his organization is working on behalf of his entire nation, as the soldier can.

edit: I should add, that this perspective does eventually reach a breaking point as time passes servicemen begin to see what the goals of their leaders are, and if they disagree with them then they may be obligated, morally or otherwise, to excuse themselves or switch sides.

Looking back at your comment I see that you're speaking of henchman and mob bosses only, but as a proxy for state leaders and the military. But my point is that people don't see them the same.