It's not that it's actually riskier, it's that it's perceptibly riskier. With no way to anticipate a shot winging out of the darkness, you might as well go and scout; soldiers are largely expendable anyway. But when you reveal and activate in 2012-onwards, you think "Oh, well, I got punished for scouting, because this happened; if I had just turtled, that wouldn't have happened". Long War incentives initial engagement, but before mimic beacons or concealement it heavily disincentivizes fog exploration during combat - terror missions where one blue move from spawn activates four chryssie pods, for instance. You always want aliens to activate on their turn if possible, unless you're getting a shot in off the bat.
Regarding XCOM2, I'm wondering if there will be some kind of time limit factor at play like in Invisible Inc where you're going to get absolutely murdered if you stick around too long and Advent gets to bring in the really, really big guns.