You're not the only one.

I think it would probably have been better if they'd made it a straight-up point-and-click adventure, no tactical combat. Just walking around investigating UFO sightings and abductions and crop circles. Like how I imagine the daily grind at the MIB (the movie one), when there isn't a crisis on.

... I got stuck on a combat scene shortly after the tutorial and gave up, so I don't know where they were going with the plot, maybe the gameplay became more appropriate.