I only noticed relatively recently, but yeah, the soldiers appear back at base (after a delay as if they were just hired, IIRC). There's a data entry about it, saying they'll "engage emergency measures" or some such. Maybe I noticed when I accepted losing an interceptor in a previous run, and my Lokks survived. Losing a fully stocked transport though? Or more likely, the unique flagship? naaaaah.
The game heavily encourages throwing all sorts of expensive stuff into the transport "just in case", like LLACs and mortars and all. Heh, remember when suddenly enemies became much more likely to pick up weapons? I overlooked a Savvy Girl who decided to pick up a LLAC, that was a !!FUN!! surprise. Much less fun was a certain "hallway" map where enemy fire is likely to explode your starting pile if you're unlucky... I was pretty upset when I "won" that one and figured out I'd lost all the good stuff.
I've got a tendency to hoard junk both in my bases and on my transports >.> I'll finally be making handcannons soon though, so I can stop taking 8 kinds of pistols "just in case" (but also still those light 5-shot SMGs or shotguns for training up weaklings). Selling all the extra ammo will probably clear up my stores significantly. But then there are so many rifles which stay more or less relevant for a while...
I don't know if I'm doing especially well, but I'm pretty sure I'm fine. August of first year and I nearly have a workshop in my second base. I don't have a lot of margin each month but that just keeps the Sky Ninjas out of my bank account, and I'm growing a pile of useful materials I could sell in a pinch. Most importantly I have 19 brainers, and they're mostly on individual projects to prevent waste, so I ought to be fine. I've also been researching weapons directly rather than interrogating prisoners, since the research cost is usually much lower. I still need to interrogate to get key information though, like Laputa (an exciting reference to UFO:Afterlight! A satellite arcology, apparently the location of much space commerce)!