Aye, this has happened to me several times too now in the 2.3 stable version. It's weird, and caused me to start retrying several tactical games.
There was one time I had 1 person watching a door I knew the aliens were going to pour into my base at. I checked and made sure he had a reaction fire mode set (they sometimes don't have any which causes no reaction fire), I had him facing my base entrance way, and had full TU. During the enemy turn, the alien walked through the door, all the way down the ramp, right past my soldier, and started walking into my storage area. Not one shot fired. Lucky, that time, the alien didn't actually kill anyone, so I chased it on my turn and killed it.
It doesn't always happen though. Sometimes I do get a reaction fire. It seems to be about 50% chance.