First I have to say that I really like the game until now. It is the best made XCOM style game I've ever seen, even if it is not finished.
The things that are missing are already mentioned in other topics. This are: full tech tree, stroryline, map improvements like distroyable terrain, doors, atmospheric sounds and so on. All this would be very nice to have.
The main thing I liked on the XCOM games was the horror. You walk around on a map where you can see just a small part of it. You don't know what kind of strange, unnatural and dangerous creatur is coming around the next corner. You make some steps, then you can see it, very close, to close to escape. And - what the hell IS it at all?
Then you have your scientists. You bring back the dead bodies for the autopsy. Then you know more about your enemy, giving the feeling that things are going to be under control. You need to know more. You need to catch them ALIVE! Then new and even more dangerous species appear. And you really need better weapons.
And so on. There are many things to bring this horror back to the game. Storyline, doors, atmospheric sounds, smoke and fog of war are such things. There are may be others. I just want to remember what the game is about. It's about beeing afraid of the unknown.