First off: just want to say I just discovered this game today. I recently started playing Jagged Alliance 2 after getting it in a GoG sale, and somehow it got me interested in X-Com. I decided to try this, since, well, it's free and has a cleaner UI... and I'm thoroughly impressed! I've been playing it all day and having a lot of fun.
Anyways, I've read multiple times that the game doesn't allow saving in the battlescape to prevent save-scumming tactics. I support that fully, and it adds to the tension in a reasonable, fair way. However... some of these battles take a good chunk of time. I just had one that lasted some 45 minutes. (Damn maze-like mansion...) I think there needs to be some way to suspend progress so that, if you get interrupted mid-battle, you don't need to sacrifice all that progress. I'd recommend a system in which saving during a battle boots you out of the game, and when you next load up that save, it's then deleted. This means that, short of hunting the files down and copying them, you can't use this save method to cheat, only to suspend and resume progress.
Oh, and while I'm here, another quick question... is there any way to detect general alien locations in the battlescape? It's pretty frustrating to reach a point where I've killed all the visible aliens and then I'm stuck spending several turns just hunting for the last few.