Taking on Sectopods and Chryssalids with starting pea-shooters and rocket launchers is a DF-level FUN.
Well, rocket launchers are among the few starter weapons that are genuinely good, to the point where I tend to use them all the way to Mars. You can probably get access to lazor fairly early, too, and their unlimited ammo allows you to lay out some fearsome barrages, since you can just hose down the landscape in endless shots without fear of running out of ammo.
I heard Xenonaouts dealt with this issue so I might try it after.
By "dealt with the issue", you mean "removed", since players do not get Psi or Blaster Bomb Launchers in Xenonauts.
Incidentally, Xenonauts does a much worse job with weapons than X-Com did: With X-Com, each tier of weapons you got was useful to some degree: Lazor had unlimited ammo and Plaz had the raw killing power. In Xeno, you pretty much skip straight towards the end because none of the intermediate weapons are profitable or offer any unique value, so manufacturing them only to replace them is a huge expense.