Yup, sounding like memberry. HE explosion for heavy cannon would be nice return!

UFopedia Wiki quote:

rounds allow the cannons to function as a glorified Grenade launcher, for when you need the power of a grenadier but don't have time to prime grenades. Consider using it when an agent is too weak to carry a Rocket Launcher. Take care when firing these near objects you want to recover as they will destroy any object on the ground.

An unconventional but possibly effective tactic, is to prefer HC-HE ammunition for use against lower armoured races, (Sectoids, Floaters, Snakemen) rather than armour piercing rounds or beam weapons. This is because high explosive rounds create a blast radius, which means that aliens can still be killed even when the soldier firing it does not score a direct hit. They thus require less real firing accuracy to be effective. You still only get six shots per clip, however, so for long missions, keep a laser rifle in your backpack for when you run out.

rounds are generally useless for direct confrontations due to the unusual way the game handles Incendiary damage. They do however make for compact portable light sources and are useful for starting small fires. If given sufficient time and fuel for burning, aliens can be slowly roasted to death. Unconscious units and objects will not get damaged in fire.

Heavy and Auto-Cannons become extremely safe to use on Personal Armor troops. As long as you don't get an underside hit from a point blank explosion, you will never suffer more than scratches when using these weapons in short range combat. This is an excellent combination in any indoor setting such as UFOs or even enemy installations.

This weapon appears in *UFO: Enemy UnknownTerror from the Deep* equivalent, refer to the Gas Cannon.