If your talking about Heavy Lasers from the original UFO: Enemy Unknown then id be inclined to agree with you, however the Heavy Laser from Abandonia sucks badly, it does less damage then the heavy plasma, is less accurate, doesnt have auto-fire (ok never had auto-fire in original but the laser rifle it even better then the heavy laser), also it weighs a ton, I dont think you need alien alloys to make it though, im sure you had to use alien alloys in Enemy Unknown V.1.0.
I find its better only having two heavy laser troops, rest of em with laser rifles, especially as most of my troops are fodder so I cant train them well enough to use a heavy laser well.
Also the main problem is not the shooting at etherials, its when they shoot back, they manage to pretty much kill my troops in one shot (darn no armour rule), pretty accurately, and then they mind control the other ones to kill the rest of em
Now im just resorting to bringing loads of prox grenades. Also when my base is being assaulted i just hide all my troops in the rooms after they make prox minefields, then i just leave one tank to rove around (until it dies) then the rookies peek out

, just chucking loads of prox nades everywhere seems to do the trick. Of course when im defending my base in this challenge I resort to cheating by saving in battlescape every so often. Its just to flippin hard to win without your cannon fodder and all your equipment, and your mode of transport. Now if there was someway to transfer troops and a skyranger to another base during the battle that would be better for me.
Ive only managed to abandon a base once by managing to spot the incoming alien battleship just before it attacked, and then transferring everything to my other bases, didnt even leave a tank behind, just packed up and moved on.