I knew for a fact there was at least one alien upstairs, heavily covered .. which is why I was trying to get up there.
When I originally looked at the upper floor I saw no way for them to shoot down at me when I was going up the stairs other than coming down the stairs. Looking at this whole thing later it seems it was possible the one guy shot at me from 100 different places and the game just cheated me by not showing where I was being shot from.
Towards the end I really was getting rather apathetic due to the "invisible aliens" just murdering me and there seemed to be nothing I could do, so I really didn't even care if the game was highlighting some alien icons.
With that specific building I have no idea how I'm supposed to survive, the guy can shoot to every direction imaginable, and when going up the stairs they can shoot you in the back regardless of how you are positioned, and you can't really hurt the aliens with less than full turn units, and even then it takes a lot of luck.
Here's the last few minutes showing a bit more of that: http://www.twitch.tv/lietu/c/6675910
I dunno, after reading what you said it sounds like there might have been a theoretical chance for me to figure out what happened, but still the game should definitely not make it that damn difficult. Maybe I'll try it again, maybe not .. if I will I guess I'll pack a lot more C4 charges with me and blow up any suspicious buildings and not risk more "invisible alien" issues.