Military campaigns I've run in the past have been quite tightly defined mission goals. Go to X, kill Y and evac to Z. You can set up the missions so that they can be achieved in a variety of ways but the end goal is given immutable. As the end goal is fixed, this is railroading - regardless of the journey, the end goal is win/lose with defined conditions.
My group thrives in a sandbox and although campaigns begin with railroading to get them used to the system/setting the goals they set are chosen and defined largely by them. Someone can offer them work but they are invited to say "no".
Therefore there is a clash between the prefered group play style (sandbox) and the desire to play military. Players have rightly voiced their concerns about the lack of self-determination.
I get round this by having the campaign start with the chain of command being "lost" and the team being put in a hazardous situation. During the campaign, they will meet other bits of the command structure but they will have been charged with something important by that point so will have a valid reason to say No to a senior officer. The feel of the campaign will be one keeping on track with a goal while chaos engulfs everywhere. The players will have to make the decision.
I am writing this up as a setting for Icar, so I need to make sure it will be ok for other GMs to run. And so my original question.

How do you make your military campaigns fun? Do you keep the command structure? How do you help players have self-determination? Is that important to you?