A regular infantry unit that's cut off has a high risk of panic, this isn't what they signed up for. For a paratrooper being cut off is EXACTLY what they signed up for.
Nah, it's mostly to get a snazzy hat and be smug at all the dirty legs.
Anyway, in the game the best thing to do is probably to drop them into a city or port, get the urban defensive bonus and rush guys into the harbor without needing a real amphibious landing.
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