And there's already plenty of gameplay videos, help and the like on Youtube and more. But in the end it always "feels" complex to outsiders and they'll always be wary until they try it themselves, it's a feeling you can't completely get rid of.
Plus X-Com is such an open-ended game that there's really no one true way to play so making a linear tutorial would just go against that, eventually somethings they just gotta wanna try and figure out themselves which is hard to teach in this day and age of linear gameplay.