Seconded - lost an hour of progress because the HQ commander was killed in a battle I didn't even know was happening. For this reason I'm not sure having your HQ assaulted is a good feature. Perhaps if it was less frequent, and there was a warning given to the player than an attack was coming giving you time to get back, or command resistance from a distance, it might be something, but at the moment there's literally nothing you can do to stop your game instantly ending because of something you weren't aware of.

Always keep mechanized squads in a circle around the HQ.