I spotted an alien that was still covered in the blacked-out area (hmm, come to think of it, I'm sure how I saw it in the first place). I then fired a rocket launcher at it from just inside the rocket launcher's range. This hit the alien and killed it. A corpse was later found on the ground.
However, the "alien seen" icon still showed and was centred on the alien's location. No number of grenades or RPGs fired on that tile would then "kill" the alien. To me, it appeared as if the kill hadn't registered because the alien was out of sight when I hit it. I couldn't end the mission except by aborting it.
Or, it could have been that there was another alien on the map. I didn't uncover every time. If this was the case, then it would appear that the alien kill reported above still hadn't registered. In either case, the "alien seen" icon would centre on now-empty tile every time.