After beating the game on beginner I started playing on Superhuman and had my first run-in with Ethereals. Every alien race has been similarly easy to kill as beginner ... 1-3 hits with a heavy plasma does the trick.
But NOT SECTOPODS! They weren't that hard in beginner, but in superhuman they are impossible. Laser rifles, alien grenades, heavy plasmas, it didn't matter, these f'ers wouldn't go down. After 4 or 5 soldiers tag teamed one and couldn't kill it I resorted to blaster launchers. But I'm using a mod that makes you build your own no-waypoint launcher, so I only had 2 of them and could only use them so much with having to go back to the skyranger to reload every time.
In the end, I lost 6 troops, had 2 wounded (one out for 58 days!) and had to stun another who was under MC. I was extremely lucky to only lose 6 as there were many, many near misses by the aliens and lucky shots for me.
Besides the fun of a challenge (and it was fun, but stressful) is there any practical reason to bring a mission like this on yourself or is it better to shoot them down and just leave it? I didn't really analyze how much loot/money I got, but at this point I have more money than I need anyway.
I have near global radar coverage, so I don't expect to get any more terror missions as I always shoot down the terror ships, so I doubt I'll see sectopods outdoors. Tackling them in an alien base will be a whole different challenge since non-way point blaster launchers and indoors don't mix well.