In the XCom spinoff clone I was designing there was a Last Stand scenario, but in addition to having to still fight the aliens without any new income . . . you also had Rogue Ops spring up all over the place like the tv show Alias.
(basically multiple MiB factions)
And eventually they would just roll you with a State Sponsored Army, as some big player out there in the world (like Russia or the USA) fell under complete control to the aliens and they were told to take you out no holds barred.
You'd get to fight through the final battle if you wished, but you would die no matter what, just like one of those endless survival mode zombie games. And they wouldnt be using pea shooters either, they'd have tanks, and they'd have at least all of the (better than usual) starting equipment, plus some alien tech here and there.
Then again there was going to be weapons of mass destruction in the game too, even on the battlefield mode (there was a Backpack sized plasma bomb with a yield of 50 Tons). And that would kill some of your soldiers each time even in the best armor the game had to offer, if not TPK them.
(because explosion damage would do a seeking algorithm and would bounce off of walls, so it wraps around corners and with a huge blast radius it would be able to nail people behind cover)
But really the Last Stand scenario doesnt hold water for XCom.
Its fair to say that if the whole world turns its back on you, and throws their lot in with the aliens.
They have all the data on the books about where your bases are, the computer codes to break in the mainframe, and so on.
And with all that assistance the Aliens would say it was "their pleasure" to mop you up.
Then you have a massive worldwide operation with 10's of Battleships being crammed down your throat at every base.