In this game, you just kinda have to accept that you lose soldiers you care about to crazy stuff. It's part of the game.
Just the other day, I had a few rookies standing around by a ufo door, getting ready to storm the ufo. During the alien's turn, a floater pops out and, ignoring all the rookies nearby, one shots my awesome commander from quite a ways away, then pops back into the ufo, without a single reaction shot being fired. X-Com is great.
That's really the one thing I can't handle. I can deal with shit like Dark Souls and Dwarf Fortress types of difficulty because it punishes you - you explicitly have to do something wrong, but as soon as you make a mistake it's going to rail you so hard you'll wish you hadn't played. But there's the thing. You actually have to do something wrong before the game will kill you.
Open X-Com isn't so. You can do everything perfectly, and still get ruined. That's one thing that I just can't understand truly enjoying, because it presents an arbitrary no-win situation. Up to a certain point, it makes sense that 'the enemy is going to hurt you' but when I've got like 6 guys facing one direction, all of them mid-level and in flight suits, with full TU on each, I can still have an enemy appear to fire from +1 tile away, one-shot any of them, and never be visible to me, well, I really don't know how to handle that because there is literally no way to handle that.
Punishing gameplay is fine, and makes you get better, but arbitrarily lethal gameplay just forces you to accept that you're not going to play very well.