If we talk about dice rolling then it is approaching normal distribution as dice rolls increase. The more rolls are made the more "normal" distribution is.
Let's say we have 3 dices with 6 sides which is 3d6. That means we can get from 3 to 18. There is only one way you can roll 3 or 18 which is getting respectively 1-1-1 and 6-6-6 and the chances are (1/6)^3 for both rolls. However there are three ways of getting 4 or 17: 1-1-2, 1-2-1, 2-1-1 and 6-6-5, 6-5-6, 5-6-6 and so chances are higher. The average has the most ways to get and so the chance to get the average is the highest.
I understand how dice rolling works. I said that we understand normal (you probably can get there with lots of dice) and uniform distributions (one dice) the best, maybe I should have said that things in between (few dice) are also easy.
That has nothing to do with how XCom works though. As you said below, initial damage is a uniform distribution, between 0 and 200% (or 50 to 150% in TftD) of the listed damage. Now substract the armor (since that's what my comment actually was about), and you get a range of actual damage that looks nothing like either uniform or normal distributions. Take a weapon with 18 power, EU damage, on a target with 10 armor and 17 health. You can get:
0,0,0,0,0,0,0,0,0,0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,dead,dead,dead,dead,dead,dead,dead,dead,dead,dead.
So that's 10/36 = ~27.8% of zero
15/36 = ~41.7% of wounded but standing (16 + 10% stun damage means fallen unconscious)
11/36 = ~30.6% of dead
Decrease armor by the same amount as you increase health and you get back to a uniform distribution of damage and your hits will always do something. By opposition, increase the armor by the same amount as you decrease health and you get less and less wounded results (but still the same amount of dead), until you reach the extreme example of a target with some armor and 1 hp, which is always either 100% unarmed, or killed. By tweaking the armor value relative to the health, you can then set exactly how likely that target is to die to a given weapon, and you can also play around with damage modifiers, to make a target that is 100% to die to lasers but 100% to shrug off plasmas.
Of course, extremes are silly examples, but mutons are a great example of aliens designed to be tough but enjoyable. Compared to some modded aliens which gets lots of armor (or cyberdiscs, which have decent armor compared to early XCom damage and are likely the cause of more ragequits). All that to say that by playing hellrazor's mod which generally increases the armor of aliens, you are more likely to encounter situations where your weapons do nothing and frustrate you. By opposition, if one were to increase the health of aliens to make them more resilient, you would still require more shots to kill, but since the outcome is more reliable (you are more likely to wound, so you will either wear down an alien or kill it, without having the frustrating unkillable streak).
Anthropods by robin is a great example of adding a new enemy with more health as a challenge (and also awesome for the spitter, which has armor but only on some sides, so it is frustrating if you are stupid but rewarding if you flank it). Gazers are something else, more of a FU endgame enemy, but they are labelled as something like that. The armor thing is one of the reason I don't play on Superhuman, as I don't enjoy the boosted armor on some enemies.
For some reason, when designing new units, we tend to add more armor (because the aliens lack it so it is an easy thing to change, without really thinking of why they lack it) instead of more health. I had the same problem when designing my modded tanks, and added so much armor that tanks were mostly impervious, until a lucky shot would kill it or reduce it so low I had to stop using it (which is frustrating because randome). The answer, obviously, was instead to add health so it gets worn done more slowly and behaves in a more satisfying way.
TL;DR: XCom is random and that can be frustrating, but it is random in a way we can understand and, since we can now mod it, all we need to do is mod it in a way we like. More health, less random, more armor, more random.