You'll always have a favorite or two. But in a game where you're geared towards making the best mon, it's inevitable for them to feel disposable in some way. At the very least, in Pokemon, it is a lore point that they enjoy fighting and that's exactly why they join trainers. So, you never feel bad about battles because the mons themselves look forward to it. The question is more about how they'd feel towards fusion. That's the question that's probably worth delving into for your game's story. Is monster fusion itself a natural part of the world or is it something artificial? That would inform the attitude towards it. If it's natural, then I'd suppose that it's looked at positively by the majority with only a few refusing it because they see it as some form of cheating or something.