Glow of Joy

[Drewski]

For a more serious answer, it means they just got promoted...check the stripes of the unit, and you'll immediately see the difference...

The funniest to me, is when you are sieging a town, and the ai is running its units around under missile fire and they are dying like flies, then suddenly they get the "glow" when there are only half a dozen left.

So you basically get promoted for dying

EDIT: Damn my eyesight must be going, just noticed that Hax gave you the sensible answer, but missed it above the banner.