I've done that, and I suspect many others have as well. The original game actually seems well-balanced with such tactics in mind. You can level the place with powerful explosives and kill anything that gets in your way, but you lose out on the loot and score bonus for the corpses. You get even fewer points if you retreat without grabbing anything on the way out. But you can use this to your advantage in other places. You can use rocket launchers, tanks, or high explosives to quickly kill a bunch of aliens in a terror site when you don't intend to finish it, that way you may get a better score than if you had simply arrived and left immediately. Also, you can fight Ethereals or other difficult aliens by learning where the command section of the craft is, and using one blaster bomb to penetrate the hull, possibly one more to make a hole on the inside, and a final bomb to knock out the leaders, commanders, and navigators. It takes out a big section of their command structure early on and weakens their psionic power, and also brings them to panic more quickly.
I have once assaulted a landed supply ship, shot the power sources out and collected the elerium, then evacuated the area--the ship got up and I shot it down and got lucky, and I got elerium a second time. I figure you could play a similar trick with medium or large scouts, since they often go on missions in which they land multiple times. You could follow them and take the elerium each time they land.
P.S.: I think these questions are supposed to be in the
Open Feedback forum.