I haven't tried stunning any aliens in previous versions, but I just did a mission where I stunned three aliens (note: there were only three aliens on the map), and all three where counted as 'escaped' on the post mission screen (I got a score of -6, although the corpses were still shown as 'destroyed').
Two of the aliens were stunned using the stun rod, and the third as the result of rather large explosion triggered by a grenade involving several environmental objects.