If infantry freeze to death while playing as the Russians in 2, you may hear the announcer complain that if your troops freeze to death, they cannot die fighting the enemy, pretty much in those exact words.
When you upgrade the Russian headquarters to have medics around it, the announcer will occasionally have his announcement accompanied by stressing "... but only for those who are seriously wounded!"
Selecting a Conscript squad on a winter map occasionally has them respond "... I think I have snow in my pants." said quietly, as if you've interrupted him talking to himself or his squadmates.
In 2, the tutorial video narrator delivers this gem in the Cover and Flanking Tutorial video:
"You will undoubtedly hear a lot of F-words on the battlefield, but the most important one is Flank."
What a Grenadier squad in 2 may say when they get promoted:
"I know we have been promoted but does that include a pay raise?"
German mortars crews in 2 can respond to being promoted with "Apparently, we've been promoted!", doing a Lampshade Hanging of how rather video game-y the veterancy system is in relation to indirect fire squads that (ideally) avoid ever personally seeing the enemy.
Ordering a Pak 40 crew to move in 2 may have its squad leader yell out: