Are you playing on a difficulty below legendary? If so, the game's RNG is actually cheating in your favor
Standing in cover, even in full cover, doesn't make a soldier magically invincible. Full cover only gives your soldiers 40% evasion, and aliens have 60+ aim if I remember correctly. So even in a best-case scenario, the aliens probably have a 20% chance of hitting your soldier. Add in more advanced aliens, aiming angles, and marks, and that hit rate can approach 50%.
The easiest way to mitigate that is to kill or disable (flash bang, mimic beacon, status effects, etc) every alien you see every turn so that they either don't get a chance to shoot at you, or if they live and take a shot, they have bad aim.
Also, Long War had damage reduction for standing in cover. Enemies also got damage reduction. Mechanical enemies got lots of damage reduction. Damage reduction made the game harder for the most part, not easier.