If there's a good chance an alien is at a certain position, it's often better to try even a "blind" shot onto that position instead of trying to hit some alien that is farther away and/or crouching or more difficult to hit otherwise. The throughwall shot will do some damage at high chance, which is always better than doing more damage at lower chance.
I just had such a case on "Rural village" (train station); I saw the alien move inside of the train wagon at the end of its last turn and there was only 1 possible field where it could have been albeit I didn't see it. No need for IR glasses in such a case even, when they emit their "getting hit" sound it's clear something was hit.