First of all, you don't have to be standing at the end of the game to get the xp for "survives". Even if you went out of action (ooa), you'll get this xp as long as you didn't roll death on the injury chart in the post battle sequence.
BUT not every individial member of a henchmen group receives an xp each, the whole group as one gets to have a single xp. So it doesn't matter if one, two or all members of a henchmen group went ooa. As long as one of them doesn't die, the whole group gets one xp for "survives" per game.
There are certain advantages and disadvantages of big and small henchmen groups but you might want to figure them out by yourselfes.