Yes, I’d let them remain Dutch too. One of the points of this house rule idea is to give the Dutch their own units, to rectify their rather odd status of having their own map roundel but no actual combat forces – so if the Dutch units were converted into plain old UK or ANZAC units when one of those countries lands in the DEI, it would spoil the fun. And from a historical point of view, it’s likewise accurate to keep them Dutch: the Dutch components of ABDACOM remained Dutch during the DEI campaign, even though they were part of a coalition.
I also agree that the Dutch infantry units should gallantly fight and die where they stand. As Marshall Mac Mahon famously said at Sevastopol in 1855, “Jâ€™y suis, jâ€™y reste!” – here I am and here I will stay.