Units on overwatch react to the hot-drops.
Actually this kind of annoys me sometimes on the hostage escort missions. On one of them it dropped a Thin Man that had direct LOS to the hostage, and there was absolutely nothing I could do about it. Of course it shot at the hostage and the hostage died. I don't have an issue with the game capitalising on my mistakes or even with losing a mission, but that feels like an artificially cheap shot because there was nothing I could have done to prevented it.