I doubt that you'll get CM's answer on this, so here is mine (take it or leave it, your choice): adventures are not prizes.

You can find the current ones in the "Prizes" tab for convenience, but

1. Not all of them are there, only those you can hit, so your reasoning would suggest they change their "is a prize" status (from "not a prize" to "is a prize" when their time comes).
   
2. You get no points for hitting them during Prizes Tournaments, hence they are not prizes.
   
3. The payout for adventures is fixed and known ahead. If they were filling your prizes bank, you'd be paid twice (once when you finish the adventure, and once when the prizes payout happens). I don't think that Plarium would be that generous.
   

If unit's lost during the adv doesn't go to banking I don't think it would be worth the units lost for the reward. Like for example the level 8 adv San Frederico gives you a reward of 56 brethren juggernauts. The units you would lose to get that reward would probably be worth more than the reward given. So I personally will stay away from the adv in prizes from now on unless the units lost there goes to banking. Even though at later stages the rewards looks very nice and all with all those dread units as a reward but, the losses you must take for the win doesn't weigh out in your favor. Well I won't stay away from them completely but will use only dark corsairs for it. It will take a very long time to take  down the adv prize but at least I will come out ahead and not behind.

If unit's lost during the adv doesn't go to banking I don't think it would be worth the units lost for the reward. Like for example the level 8 adv San Frederico gives you a reward of 56 brethren juggernauts. 

"Worth it" or "not worth it" is a bit subjective.

You throw whatever you want, in exchange for money-only troops (Dreads) and otherwise unobtainable troops (Brethren... although, these now also come with money). Timed well with Exp Tournaments, you can get a bit more reward.

A bit of history: when adventures came along, they were the only way to obtain Dreads without paying rubies (if I remember right, the tournaments didn't exist and the things we had instead didn't give Dreads), and they were the only way to get B.Juggs (B.Frigs could already be obtained through whatever was before tournaments... map-wide events or something like that).

So, is this "worth it"? Your call. For me, no. But then again, I think that no reward in this game is worth the losses, unless combined with 50% revival discount. Someone drowning in Pirates will like the opportunity to replace these with fewer stronger units, especially the newer players who cannot yet build Juggs (or even Fleet).

Edit: Just got a confirmation from Alyona (so, a CM)... no, the adventures don't count towards the prizes bank.

Like stated above units lost in the adventures don't count towards your banking in prizes. The best no cost but takes forever unit to send to adventures is dark corsairs. They cost nothing resources or rubies.

If I remember right each adventure corresponds to the a specific adventure. lv one to prize lv 4 lv2 to prize lv 8..and so on.

Brethren Units - half a undetermined value. It has been confirmed about a year ago by Anne Bonnie that they do. Other experienced players have stated they're worth half the value. Maybe Anne Bonnie will be nice enough to give us an official value for Brethren Units

Vet/Reg Troops - whatever the cost to build them. If you have a relic to reduce the cost that is not counted toward the equation is the normal value thats counted before your relics. Like for instance in my case I have a 10% cost reduction on luggers

There are claims that adventures do effect prizes but those are theories that were based on the old prize system. Whether or not they still hold true, you'll have to figure out