Token is sacrificed as expected in testing. Out of curiosity did the person who controlled the Mardu Siegebreaker also happen to have Zurgo, Thunder's Decree out as well, because if the Mardu Siegebreaker was making copies that were warriors that would explain why they were not sacrificed?
Zurgo, Thunder's Decree {R}{W}{B}
Legendary Creature — Orc Warrior
Mobilize 2 (Whenever this creature attacks, create two tapped and attacking 1/1 red Warrior creature tokens. Sacrifice them at the beginning of the next end step.)
During your end step, Warrior tokens you control have “This token can’t be sacrificed.”
“Hear me, Mardu! Our freedom is only beginning!”
2/4
Event#277678996 Game#913583940