special/covert forces do blow holes in buildings, blowing open doors, windows etc, take the SAS iranian embasy siege (thats the british/aus elite forces, the ones that make delta force look like pansies) they detonated explosives on the plate glass windows before entry to the building, and its certainly a common tactic to blow open doors.
blowing gates open etc, it does certainly give you more options, if you have a rocket launcher, and you know an alien was in a building, i doubt you would debate blowing a hole in the wall to kill the alien.
i do realize there may be engine limitations, but it would add, not subtract to the gameplay.