I suggest to put a status for interceptors in air combat so that pilots know when is time to retreat. Surely, this might not always be the good solution if the UFO is engaged too close.
Also maybe to put an option for auto-retreat for status below 50% or something, so that individuals may retreat from the formation while others "cover" them.
I think this would stimulate the usage of a fighters instead of comfort-sofa-style base rocket targeting.
Also to make it more challenging, an anti-rocket turrets defense would make the combat longer and less predictable.
Adding a new fighters with more module slots may offer a wide arsenal of combat strategy in the air.
All in all, this game was made so good that a little more details won't harm too much I hope