First of, from what the alpha looks like this game is a leap forward in somethings, like the ability to rotate view. The addition of new weapons like a grenade launcher. However I found somethings concerning.
The mention of primary/sidearms:
While it is a little outlandish to wield both the M4 and SMG as both are designed for the same thing, CQC. The PDW is often a sidearm of Snipers, and Machine gunners IRL. Think of it this way Some weapons are limited in the how often you can shoot, or how they are used (in the case of MGs and Snipers). Unless you include even more modern snipers/MGs (which are lighter), that have full auto capability I think is reasonable for people to have SMGs/PDWs as sidearms. Or rather, the cumbersome weapon becomes the sidearm lol.
On old x1 for example, you have Rocketeers with Rocket Launcher as a primary. This is just not how it is or should be, I quickly changed my Rocketeers loadout to rockets/AR. If I had an SMG I would use it for weaker characters who unfortunately were nominated the role.
PDW's and how they balance:
IMHO I think the advantage of the PDW over the AR is the actual weight of the weapon. Leading to better reflexes.
It should sit comfortable in the middle between a side arm like a pistol, and an ar. I've played a mod where SMGs did not have select fire, I feel like they should. It should be similar to an AR except for the shorter range, better reflex (not as good as a pistol), and slight reduction on TU penalty.
Grenades:
I've played both 2k's XCOM and Xenonauts. I know some people find it frustrating, but I like the 1 turn or half turn delay grenades have. As it simulate how grenades are used, throw/take cover.
Rpg:
I'd like to have a 3 rocket types. Generally I've seen 2 but usually incendiary which I usually don't use. The I like to see HEDP or HE and HEAT rockets. Both filling different roles and capabilities. HEAT is for mainly machinery and penetrating surfaces, while the other just blow ups on impact.
I feel the advantages of the HE rocket should be weight, and possibly blast radius. While the other shoots through doors/windows/walls possibly.