I might be playing on too low difficulty, but...
the game is too short.
In the original games (UFO, TFTD, APOC) you could spend hours on a mission, apparently that is a no-no in the game design philosophy of today. Action, action, action, visual effects, visual effects, visual effects...
UFO: Extraterrestrials* might have been a rip-off of the original games, but damn, that game took weeks, if not months, to get through. Lacked visual effects, though.
XCOM is a great/awesome game, but I fear the replayability value is low. Leaves me wanting for more, which is good if they manage to release some DLCs in the near future.
*: Oh, I see there is an UFO: Extraterrestrials 2 coming out soon. Will probably play that, regardless of visual standards and levels of action.