Long War - Is Retreat an option?

[Ecliptix]

Ok, so just started my first playthrough and not sure I'm reading this right...

In week 3 (Yes I'm still all squaddies and base guns still)

I decided to attack a landed supply ship. The mission was actually going incredibly well, and then I opened the command pod and saw 8 outsiders and 4 floaters...Thankfully I hadn't fully committed to a fight and decided that it was probably a good time for a tactical retreat. I got my guys out clean - but is this a thing in long war where you go into a mission, get near the end, say "oops" and then bravely run away?