When pilots are in air-to-air combat, I really wonder what they think about. When I was playing the game, there were only two things that I kept thinking about: (1) not crashing, and getting killed and (2) not getting shot down, and getting killed. So, I guess I really could only think about dying. Sadly, I was so focussed on worrying about dying that I crashed my plane, and at a minimum, I was injured. This strategy is more defensive.
I was not a trained pilot in the game, so maybe that was why I focussed so heavily on not crashing and not getting shot down. I'm thinking that trained fighter pilots focus on shooting down the other planes and not so much on worrying about crashing their own planes. This strategy is more offensive. I'm sure that from time to time, crashing and dying does cross their mind, but I hope that the pilots' training helps them to focus on the mission instead of negative. However, I think that in true combat, pilots' adrenaline kicks in and they're ready to shoot down their opponents. If they encounter an issue such as having their plane damaged, they might immediately start troubleshooting the problem and begin to concentrate on an emergency landing and survival strategies to help them avoid getting caught by the enemy on the ground.
To summarize, I think pilots in air-to-air combat think offensively and aggressively. They focus on shooting down the opponent and nothing else. If something bad were to happen in the air, they focus on fixing the problem by what ever means is necessary to avoid crashing and getting captured. Maybe when they're not in the air, they worry about crashing or dying, but I don't think they have time to worry about that when they're in the middle of a dog fight.