of COURSE you should get more experience for "doing it the hard way" and slaughtering everyone versus the easy way of simply picking a lock in the back and waltzing in...
Who said it should be easy?
Stealth in Metal Gear Solid certainly isn't easy.
But even in terms of combat, the hard work is in winning the fight. Killing is the easy part, but it's currently the only part that gives you XP, and it's currently the only way to successfully resolve combat.
Anyway, I think the problem is probably less about whether or not you get good XP from pursuing alternatives to violence, but more about the lack of attention that is put into the alternatives. If non-violence is fun, then people will do it anyway, XP be damned (as long as you don't end up in a dead-end later because you're forced into combat and your party is underpowered).