I'm pretty sure that while the aliens remember a soldier, they don't remember his "last seen at" position, they remember his "psychic presence", which allows them to tell his exact position, attack him with psi, and throw a grenade at him. The only thing they can't do without actually seeing the target again is shoot (which IMO they should be able to do with an aimed shot but it might be too nasty to get sniped at by the aliens.. I don't know.. would be a good counter to the scout and snipe tactics many players use)