Or we go a different route. There is a certain level of danger in interrogating a live alien. Imagine getting this message:
"The muton engineer you were researching broke loose and killed one scientist. Soldiers had to be called in to put it down; no vital information was obtained."
Or while I'm brainstorming, researching an alien could potentially generate a base defense mission.
"Muton engineer escapes, kills one scientist and frees all alien prisoners. Round them up before they kill everyone in the base."
Then you have a normal base defense mission except the aliens can be anywhere in the base (and will include whatever you had in containment, Chryssalids, Ethereals and all) and you need to take them alive if you still want to be able to research them. They stole weapons from your general stores (so too bad if your one blaster launcher is missing) and their aggression is jacked up to the max because they are angry.