OK, after many trials with 1, 2 and 3 initial defensive units, a pattern emerged:
Basically, the AI leaves all but the "hardcoded" initial unit on duty guard around the borders of the capital. The "hardcoded" initial unit goes on scouting duty all over the map, but the extra defensive units stay put, on the immediate vicinity of the capital's border. As soon as the first settler is ready, it is highly likely that one of the extra def units, or the only one in the case of giving it only 1 def unit, escorts the settler to destination.
Sometimes with ony 1 or 2 units extra, you see an AI gamble with sending a settler unescorted, but it is rare. With 3 extra initial units, it becomes very, very unlikely, and you see the AI escorting ALL its settlers. With only 1 extra unit, escorting the key first settler is very likely, although in some cases some AI's still gamble.
The effect of adding initial units on other aspects of the gameplay remains to be seen, but even with 3 extra units, I have only seen the normal "early rushes" that you would see, and only from some AI's (the ones that rolled warmongering). At the same time, the extra units help the AIs fight the onslaught of barbs that are an obvious consequence of IC5.
I would strongly recommend that Thal re-instates at least the initial extra unit that is part of the higher difficulties in vanilla. In fact, Emperor+ in vanilla has 2 extra defensive units for the AI, plus workers and explorers. That may be too much, but the extra def units should come back. For this variant, I would use 3 extra units in the higher levels, perhaps starting with King + 1, Emperor +2 and the higher two + 3.
There is still the occurrence of the settlers being lost either by a stupid move by the AI, or by the escort genuinely loosing a battle against surrounding barbs, but the first became rare, and the second is something that would happen to the human too.
These are my findings. More testing is encouraged, but I find the first results very compelling.