Fun is subjective, some people have fun being purists playing on hardcore mode and competing against their own integrity, others have little time or patience for that and savescumming is a perfectly valid way to enjoy a game you purchased and play in your personal time. It ultimately depends on how you personally have fun, part of X-Com's allure is that losing team members create emergent scenarios so you may lose some aspects of the game, but of course losing completely is also no fun either especially if you've done everything right but the dice rolls weren't in your favor.