There are also supply raid missions which give an explicit objective to 'not destroy critical supplies'. (Not all enemies will drop rewards at all, and killing one which would have triggers a 'loot destroyed' popup on the lower left, so if you don't mind save-scumming you can entirely avoid this and still blow up ADVENT left right and center.) The primary risk with explosives is losing a yellow timed-drop reward by getting the killing blow on an enemy with one - similar to losing weapon fragments in the first game.