Well, as someone who actually spent some time as an infantry soldier / squad-leader, I beg to differ. I’d rather die alone on the battle-field than be carried off with no legs – that’s a thing they design mines to do.
As for the “brave sniper” theory, I’m in the opinion that the sniper has the easy job of carrying one of the lightest weapons, then not having to charge the enemy, an action despised not solely because of enemy bullets, but also because of the need to run while doing it, instead of resting.
While I don’t know what most soldiers fear most, I know what most of them want – peace, or at least a decent night’s sleep.