Why does Bane's henchman sacrifice himself?

It is exactly as you say, all of Bane's henchmen are willing to sacrifice themselves for the cause.

Due to Bane essentially taking over the League of Shadows, being a mastermind of his own accord, and having a cause that all his followers believe in, he attracts such skilled zealots and is able to use them as he pleases.

He shows no remorse for this because he believes that all the lives that are given to this cause of wiping Gotham clean will be worth it in the end, and it doesn't matter how much of his men fall, as long as the goal is reached.

So the short answer is no, he does not have any powers over one's mind. Just a cause that they all believe is worthy of their lives.

As far as Bane's nationality, that has already been answered in the comments and on another question.