Random Speculation spun out at ungodly hours:
1) Based on the autopsy image, I am inclined to believe that Ethereals are a caste or offshoot of the Sectoid race. Their bodies have atrophied as their psionic powers improved.
2) Sectopods were originally designed as counter-insurrection weapons. Their heavy armour and firepower, along with their resistance to plasma fire, point in this direction. The use of laser weaponry may point to a certain degree of infighting amongst the Ethereals.
3) UFOs use shields similar to Star Trek deflector shields instead of armoured hulls. As pointed out in-game, alien propulsion is based on gravity waves, as are deflector shields. Also, the Supply Ship is much larger than an Avenger, yet its hull and interior structures contain only 1/6 more Alloy (141 vs 120). This may also account for the tendency of even small UFOs to land almost intact after being shot down. An exploded power unit is usually the only major damage (well, aside from damage caused by exploding Elerium and navigation consoles). Also note the fact that a Blaster Bomb can pierce a standard UFO hull, but not an Avenger hull.
This can be explained by positing a relatively thin and fragile hull reinforced by strong forcefields. These fields can only absorb so much energy (read: weapon impacts) and an overload would have adverse effects on the power source.
4) Stun bombs function via some sort of energy discharge related to whatever powers alien psi powers that interferes with nerve impulses, causing unconsciousness in humans and alien races with similar nervous systems (surprisingly many, though certain hints suggest this is no coincidence). Sectopods and Cyberdisks, though robotic, use a control system remarkably similar to organic brains (or at least can be affected by psionics). Naturally, since human HWPs have no organic components, they are affected by neither psionics nor stun bombs.
On Alien Alloy content
I get that this is all speculation, but please note that the 141 Alien Alloys of a Supply Ship are those recovered from it (with, presumably, some waste) while the 120 Alien Alloys of an Avenger are those used to build it (with, again, some waste). They cannot be directly compared. Magic9mushroom (talk) 02:17, 18 October 2015 (EDT)