Yeah, the topic of artillery gets brought up quite a lot on these forums and my answer is always the same - I understand that it's logically something any military force would deploy in a major battle against an enemy, but it would completely ruin the gameplay. X-Com and Xenonauts is about small squad combat where risking the lives of your troops is a big part of the thrill of the game; allowing you to shell the aliens with indirect fire would make the battles much less interesting to play.