Ok, so I did some testing today and this is how it went.
Xenonauts copy with unpacked tilsets.
I had made a multispectre submap (a building) out of spectres from soviettown, town and industrial tilsetes. Than, I used that submap in farm tilset map later referred to as “testmap”. It worked during normal playthrough.
Xenonauts copy without unpacked tilsets.
After that I had unistalled xenonauts and removed all related folders from my hard drive except folders stored in “Documents” where savegames are kept. Than I had removed all farm maps except of “testmap” and started a newgame. However, when I tried to intercept a crashsite strange things began to happen. Firstly, it was stated that ufo crashed on arctic terrain despite the crashsite being in the middle of USSR. I did not send a dropship there so I’m not sure if the game would load “testmap” or some arctic map but I assume the latter. Secondly when I intercepted a landed ufo “testmap” loaded however without submap made out of tiles from tilsets other than farm tileset.
So, it seems that in order to make a multitile submap it is better to copy tiles just as You’ve said.