Once you see that purple light coming from them, they’re about to either reanimate a dead enemy into a Psi-Zombie, panic one of your soldiers, or the worst one, mind-control them. They use an alien blaster seldomly and often just resort to these psionic powers.
Sectoids are fairly easy to kill off, but they’ll cause groans to emit from any XCOM 2 players because of their special abilities. They’re lean, mean, and they have a huge cranium. These are the stereotypical aliens people have come to think of and History Channel has become all about.