Durant Command Mission, X and Zero are sent to a different Maverick Hunters HQ from their usual one, and then spend almost the rest of the game in the Island. Alia is back in their usual HQ, that's all XD
Actually, out of feeling like refreshing this info for myself, I just looked it up again and it happens Zero, X and Alia are usually at the MAIN Maverick Hunters HQ in Abel City (since Abel first started the Hunters thing there). Signas is currently in charge there (before it was Abel and Sigma)
The one they work with in Command Mission is called Far East HQ, where Colonel Redips is in charge. It's supposedly not in Giga City (where you spend most of the time during Command Mission) since you have to fly from the heliport to get there.
Briefly speaking, Alia is working in her usual HQ and doesn't give support to X and Zero during that mission because they are working with the Far East HQ people. ^^
I wish there would be a second Command Mission game... or any new Rockman X really XD
Megaman X was a good series, but Command Mission was the first game they had that was actually different. Most Megaman games, although fun; are repetitive and without much change from the first game to the last. Megaman X 7 added in Axel and the 3D parts and that was pretty much the first change in the entire history of Megaman game development. Megaman X Command Mission was their first attempt to actually make any real change.
Actually the main reason why I play them is the plot and the characters, and then of course I have fun destroying loads of robots but you get tired after a while... finding the hidden containers and weapons and armors is also new in every game but after playing so many you get too good at finding them, you can already guess you need to use x weapon to open x corridor or something like that ha ha ha! But still, since I only play once in a while or when a new game comes out, it's still fun because it's years from one release to the other ^^
But since I am a big RPGs fan, I loved the fact that they made Command Mission... AND I WANT MORE XD Even though I would improve many MANY things about this game XD
Except for the last game... I think that's one of the reasons many people likes Rockman X8... it's because Sigma is over, and now we don't now what Lumine did to Axel and stuff lol... well apart from giving him flying habilities and a purple armor LOL XDDDD