Nice job, Jaimers. I tried for that a bit a while ago, but it turns out that UFO disagrees with me just as strongly now as it did back when it first released (which is a nice way of saying that I rage quit after playing stage two a bunch).
SA has 12 extra lives available, I think PCB does too. IN has nine, MoF and EoSD each have eight. While I don't have too much experience with UFO, I wouldn't be surprised if 14 lives made it the easiest of the lot once all the stages have been learned. Of the no bomb 1cc's I've done, SA and PCB were definitely easier than IN, which in turn was much easier than MoF, which seems easier than EoSD based on my attempts at it so far. Of course, there is still room for overall difficulty level to make a difference here (IN is much easier than MoF, despite only giving one additional life), but the general pattern is pretty telling.
Not that you should let this detract from your accomplishment. If nothing else, you can be pretty sure I'll never do this :p