It seems strange that you can't make the equivalent of alien plasma cannons for your troops. My bazooka-equipped soldiers would worship you for sure. Long-range and accurately-delivered explosives are awesome way to clean area of that troublesome cover pesky aliens crouch behind. Plus, my bazooka guys are begging you to make rocks destroyable. I believe they look at it as personal insult that no matter how many shots they launch at it, its still there.
BTW, is it only my imagination or plasma cannons are much weaker and with smaller area of effect then bazookas?