Link fixed.And actually, remember that X-Com is a VERY SECRETIVE fighting force, that is plausibly denied to be funded by all the major superpowers. The aliens don't infiltrate governments by just getting one guy in...they're actually meeting with humans all the time, they have spies working high-up, "infiltration" is just when they take CONTROL of governments. Also, a huge number of the civilians actually do support the aliens, and they buy into the propaganda that the terror missions happen because the aliens are displeased with what they've done, or that just bowing your heads is a wonderful solution. Remember, "terror" is more "shock and awe" here... Convince the humans not to fight you. Lots of humans would rather that X-Com wasn't there!
So. This is what it's like to be an alien: We fly over the Earth, and then this ship comes up out of nowhere to shoot at us. We can't trace it, we think the area's mapped out, but they're sneaky. Their ship is stealthed. They shoot us down. We go to all the major governments in the world! They all deny it. We look through their goddamn bank accounts, talk TO their military--yes, we have aliens at every major military site, we're probably playing human nations against each other, selling them alien tech, etc--and no matter how hard we look, we can't find any trace that human militaries are the ones who shot us down.
Then they go to our crash site, and they kill us. But our UFO took pictures. We have their faces. We research, find out what government they're working from. And...nothing. These elite warriors are people who aren't even IN records, they weren't war heroes...nothing. It's like they never existed before they fought us.