When you write a character, and we've been doing this for over two decades now, hundreds of them, you put some of yourself into that fictional person. As David mentioned, even the ones who have only "walk-on" roles have names, that makes them real to us. When you open the papers these days and see the photos of the Iraq casualties, those are real people, cut down in the prime of life. Well, to us so are the ones we cut down in these novels. You can't write about war without spilling someone's blood but you don't have to enjoy doing it.
Now for the bad guys, that's different.