NO I did not mean to shoot aliens with A-bombs, I meant using an expendable interceptor-like missile for engaging alien aircraft which is too fast or very tough.
Regular payloads take space too you know. So you need a decent rocket. And a lot of fuel to carry it all. And more fuel to carry the fuel.
All in all, cruise missiles would be ridiculous to use against aliens if even
normal, specifically designed SAM-rockets can't maintain a lock (PHALANX's Cicada missiles simply have the best chance to maintain lock). A big cruise missile wouldn't fare much better. They're also slower and as such easier to hit.
Oh and long range SAM missiles tend to be fairly big too, so these cruises would be HUGE.