Players really need saves in ground combat. I just picked up your game for the first time an hour ago, and while some of the elements are unpolished (player models look silly, controls are confusing) or incomplete (hire/fire screen needs to list expenses), the game is still a tremendous achievement. But to actually deny players a vital feature just because you don't like it when they use it to make single player games too easy is really petty. Dialing the difficulty down to Easy makes the game really easy too - are you going to disable that in future versions?
My first time out, my soldiers wandered into gunfire because I couldn't understand the controls and couldn't tell civilians from aliens. I was really upset to find that I couldn't save, load, or undo what had just happened, so, assuming an unfamiliarity with the game, I came here to find out how to save. Now I see that you've crippled a decent game intentionally because of a dislike for the way certain people play by themselves. What if I want to exit from a battle to talk to someone on Google Chat, change the music in my mp3 player, or free up some CPU cycles? I can't do that because I might abuse the save feature?
And in fact, what if I do "abuse" the save feature to make a perfect mission? How does that hurt your enjoyment of my enjoyment of your game? UFOAI is a strategy game - how can I improve my gameplay without being able to correct my mistakes?
X-Com is over a decade old, but as long as your gameplay is so seriously crippled, I may as well play it instead. I wanted to recommend this game to my friends, but now I can't do that, because they'll react the exact same way I am. Think about the effect on other fans, too - If you implement mid-mission saving, all of us who like it will use it, and those of us who object to it like you do won't use it. You could only benefit from re-implementing this feature.
Come on, guys - You've got a pretty HUD icon for save/load, put it to some good use.