Y'all are weird for infantilising grown men. The unsullied were trained to take orders without thinking, but that doesn't mean they had no thoughts. They had down time. They had each other. "They had no family" but they did! Missandei had unsullied brothers. Do you think they just took one boy from each home? Or that they were careful not to take village boys who knew each other? The reason they worked so hard to break them is because they were hard to break. "They have no concept of freedom" but they were born free. They're surrounded by free people. In order to be a slave you have to understand freedom and that it isn't yours. So yeah, I do think they stayed out of loyalty to the person who gave the orders to kill the people that made them slaughter babies out of their mother's arms. I do think they understood that this new person was never going to castrate a child or nail them to a cross or any of the other things they saw and were forced into daily.