I just fired a machine gun at the square you see the cursor over (to clear out the window, didn't mean to take out the whole wall...) and my xenonaut just died. I think he must have hit himself, or reaction fire that bugged so it didn't show any indication that it occurred.
EDIT: Also both those casualties were shown as wounded in the base until the chinook returned. (Unfortunately both died. They weren't that hurt and I thought the chance to survive would be fairly high on merely normal, but oh well)