Hmm...
You could play with some of these:
give every unit in players group a "killed" eventHandler.
this addEventHandler ["killed",{[this] join grpNull}]
This is bad because the soldier gets out of players squad immediately he/she dies, before even hitting the ground...
Use triggers with countdown (1,3,2... or something like that), one trigger for each man in the squad.
Condition: !alive unitName
on Act.: [unitName] join grpNull
Or, write a script that has a delayed loop that checks the status of the men in the squad, and when someone is dead the scripts joins the dead man to grpNull...
Oh, and grpNull is a non-existent group...
"non-existing group. This values is not equal to anything, even to itself. false " - ComRef
These suggestions are a bit sucky though, as they don't report the KIA, he/she just vanishes from the squad...
But I think this can be worked around somehow
And no guarantees on the syntaxes