Not exactly what I wanted to say.
By "risking a retaliation" I meant that after you shoot down any UFO, there is a chance that aliens will spawn a new retaliation mission, and your base will be attacked.
So, you may want to leave tiny UFOs be, to avoid new retaliation missions, or at least make them less frequent.
If you're asking about metagaming, then shooting down UFOs (any UFOs) is generally not good for you.
It is more beneficial for you to not shoot down any UFOs.
Reasons:
1. less retaliation
2. more loot (from landed UFOs)... in vanilla game a majority of UFOs land
3. less hangar space/resources/money needed for interceptors... you can easily win the game without having any interceptors
But that's just metagaming
As a true xcom fan, you should shoot them down like the scum they are