Why do they deserve respect and gratitude?
The only justification a soldier can possibly offer for being a paid professional killer, would be the cause for which he fights.
For instance: The Union soldier in the American Civil War helped bring about the end of chattel slavery. The Confederate fought to preserve and extend slavery.
In some wars there might be no "right" side. The Iraq war was fought on the US side by mercenaries to support the price of oil set by the cartel, which Saddam Hussein was undercutting.
You know, of course, that until Constantine made Christianity the state religion of Rome, soldiers could not be baptized as Christians, and Christians would refuse military service, which was one reason why the Roman government never recognized Christians, as they did the Jews.
Now, of course, most Christians have become reconciled to military adventures, because war is good for business.