No, not after interrogation: After a battle.
Assume the (Caesan/whatever) generic corpse is already researched
In the next battle find a (Caesan/whatever) Psion.
If you shoot/blow it up during the battle (killing it), the battle summary tells you in a yellow font that a Psion corpse is available for research. Makes sense, it has bullet holes/limbs missing from the blast and is dead, but the brain is still worth a peek.
If you sedate it/knock it out, you finish the battle with a Psion prisoner, you are informed in the battle summary that the (Caesan/whatever) Psion was executed (along with any other useless prisoners), but this act of executing does not generate a Psion corpse for research.