Are there any drawbacks to using explosions instead of guns?

In the early stage of the game, frag rockets are free and unlimited. I found that a squad with rockets, clear aliens more quickly and risk-free (almost 1 kill per shot and it rarely misses), whereas a gun usually misses and an Alien kills my troops with a single burst shot.
As I know from XCOM: Enemy Unknown, killing aliens with explosions will destroy its corpses, which are needed for crafting and researching.
However, I am new to Xenonauts and am wondering if there are any drawbacks to using explosive weapons such as grenades and rockets.
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What are two negative effects of an explosion?
The human body may be thrown Page 2 violently into objects and receive blunt force trauma; conversely, large objects may be thrown into persons resulting in crush injuries, or else projectiles launched by the blast wind may penetrate the body.What are the negative effects of explosive materials?
These materials can penetrate walls, break windows and even cause structural damage. Heat from the explosion can affect the properties of building materials. This can cause materials to lose flexibility, which may contribute to progressive collapse. Heat from the explosion can also ignite fires.What are the effects of explosive weapons?
The basic immediate effects of explosive weapons are: 1) a blast wave\u2014a wave of pressure that radiates out from the detonation at high speed; 2) fragmentation\u2014material is broken up and projected outwards from around the point of detonation, creating high-velocity fragments; and 3) heat\u2014the detonation of explosives ...What are the main effects of an explosion?
Explosion effects generally include those of overpressure, thermal effects, energized projectiles (fragments, debris, and missiles), ground shock, and cratering.Gun explosion compilation
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