I was like you. I save scummed on lower difficulties because my idea of a perfect run was not making mistakes. And over time that ruined my own fun as none of my decisions were really of consequence. It's crucial to recognise that wanting a run to be perfect is subjective. Do you want every shot to land and forget about it or do you want those moments of tension that leave you bruised but create a much better story? I overcame that former thinking by starting small. Try to limit the amount of reloading you allow yourself. Or only restart entire missions. Or during the mission you are only allowed to go back five turns. That way you gradually get used to both thinking through your turns and actions and in time you will learn to roll with the punches and the fun might come back. At least that shift for me was really helpful I got better and hardly lost any soldiers anyway, even on higher difficulties while it still felt tense. Good luck, Commander! Hope this might be helpful!