I'd like to point out that on my system at least, it works to put the computer into suspend mode. On the next evening I can continue the tactical mission and end it correctly by defeating all aliens. There is some strange behavior or bug related to music and sound, both are unusable after resuming from suspend until I restart UFO:AI. This is a problem as sounds are important for a few things such as knowing whether an alien is hit.
So, if there is only an hour or two of playing time this method can be used to "save" during a battle and to turn off the computer. The machine is a desktop btw, and OS is Lubuntu 16. Probably depends on the board and/or BIOS too. The other method (running UFO:AI in virtual box) didn't work for me, IIRC the guest system crashed after restarting the saved guest system, with an UFO:AI mission running.