This sort of thing was done in another game, Dungeon Keeper II. The impetous was on building your own map, complete with bad guys, and 'stocking your dungeon.' Then, when the invaders attacked ( the Heroes, or a rival Dungeon Keeper), one could 'possess' any of his minions, and play that minion on the map, IN FIRST PERSON!
It was hilarious, and fun. What one needs to remember, though, is that the game was implemented from the start for just such an occasion, and optimized FPS maps, including ceilings, were not an issue. With UFO: AI, maps are multilevel, with stairs, tables, chairs, stockpiles, and many many 3d objects. Rendering those objects, along with the wall textures, and other moving characters could be a tremendous task, givin the high standards of graphical architecture already in place.
What intrigues me though, is the possiblility of developing a fully animated cutscene during the enemy turn. That would not require real time support during the rendering process, and would make the game alot more exciting.