The issue on some maps is that there is no where to fall back to, and/or that the cover is only partial in the positions you'd like to occupy.
And also that occasionally your cover starts to burn and you have to leave it before it explodes 
But those are the challenges you need to overcome. Some maps are simply easier than others due to their layouts.
I had to abort 2 missions in a row last night because I simply got swarmed early (from regularly paroling alines, no teleporting or me running too far ahead). 1st Abduction mission on the 'rooftop' map (at least that's what it looks like to me). There is no hard cover which doesn't leave you open to an easy flank on that one, until you move out of the initial position. Set up the squad (2 Cols, 1Maj, 2 Capt, 1 squaddie) and moved up to a viewing position where I knew I should trigger one group.
It was heavy floaters, and my reaction shots all missed. Alien turn... a muton and zerker show up on the left flank. The heavy floaters pop out and chuck a grenade which destroys all the cover I had, and take a couple shots. A cyberdisk and drones patrol over to the north west...
My turn. I have 4 men out of cover thanks to the grenade and maybe a couple of the shots. I have one man double flanked, I have one man in cover, but also flanked. I can see 9 aliens, including a zerker who is close enough to reach a couple men on his next turn. I am flanked by 2 mutons and one of the floaters. I have a cyberdisk ready to advance on me as well. I could not envision a scenario where I was able to take out more than maybe 3 of the enemy, and I had no cover to fall back to. So, everyone ran to the retreat zone, and I boogied out.
Next mission, terror... Moved up, took some cover around a van and another car. Spotted a group of heavy floaters, took one out, but really had no where safe to advance due to cover issues, and not wanting to dash into the unknown. Set some overwatch, and hoped...
Alien turn. 3 more groups of HF a cyberdisk and a group of mutons patrol into view... Not all of them advance on me so I figure if I can take down 3+ of what I can see I may still have a chance, my cover was still good, and I wasn't flanked, but I couldn't really get any flanks either without run and gun into areas where I might not be able to withdraw from. Of course, the first squad sight shot crits a floater, and then... everyone else decides to miss, including my rocket (that sucked the most, if that had hit it would have destroyed cover and whittled down the floaters there). Alien turn... most of them start shooting at civilians, but then 2 decide to 'nade me, which causes the van to blow up immediately, which kills 2 squaddies and leaves the rest of the squad wounded, and further out gunned.
Immediate retreat at that point as well. 4 vs. 12... with everyone other than the sniper having taken 5+ damage...
But, not to complain about it, I found it quite thrilling actually, and none of the situations were caused by teleporting or me making an obvious mistake, just that some situations are seemingly 'unwinnable'. Though in that 2nd one... if my rocket had hit where I aimed it I think I would have been ok. Instead of just one floater down I would have had 3 or maybe 4 down and they wouldn't have been able to 'nade my position.
Then my next mission against an abductor went off without a hitch, well I did get one squaddie shot up pretty good, but he lived
Of course on most of the UFO maps you have much more room to maneuver than some of the city maps. Heck I even had a mission later on where the sectoid commanders came storming out of the ship after I thought I had cleared the rest of the aliens, so I moved up a squaddie to get a flank, and bam! 3 Mutons who where camping out in the ship joined the action. That one I felt was a sure loss, but I resisted the 1st mind control, and was able to establish a better position behind cover, then the 2nd commander MCed my stud Assault Col, and I figured it was game over since I couldn't really even run back to the DZ and get out.
I was able to overwatch lock the MCed guy though (which is probably a bug, but meh, not like I could even kill him since he had 20hp and was immune to crits), and trade off some shots with my sniper at the aliens while keeping another squaddie on overwatch to keep them from flanking me. After 3 turns of that the MC dropped off and my stud Assault was able to start dropping them since he had the best position before he got MCed.
End result there was 3 dead squaddies (one might have been a cpl), but the mission won and some much much needed alloys recovered 