I haven't played the game yet, so can't make highly specific suggestions. Having various options to increase the difficulty would add replayability and give streamers a nice challenge to show off their skills. I like watching these kinds of streams. For the most fun, these optional settings should change the way the game is played.
A setting where a large number of small weak enemies are added to maps in addition to the usual enemies. Call it "Swarming".
A setting where alien bosses are more aggressive and dangerous.
An option to increase the frequency of assaults on player bases,
A setting to slow down research speed.
A setting where recruits are added to the pool over time, up to a limit, so that you can't replace large numbers of losses as easily and have to recruit soldiers in advance.
Also a fatigue system where you have to rotate soldiers.