For that matter, they could opt for orbital bombardment as a strategy, and where would we be then? In need of new gear for a new environment, new craft to combat the threat, and very far behind the curve with most of our critical infrastructure down - all XCOM's gear is designed for surface work, they'd need new tech for zero/low-G environs. And by the end of the game, we're taking the fight to them in space, possibly with a final mission on the moon or Mars. And the next game? Interplanetary/interstellar warfare as we seek out the source, while the aliens just keep getting weirder and more dangerous. And maybe, just maybe, at the end of the line we find out that we have become the bad guys they were afraid of to begin with.

...Yes, I realize that's a gross oversimplification of the process and a LOT of speculation. I woke up with an urge to plot, please don't hit, etc.