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New research just for Alien contaiment is a bit "micro" in a way that you would have to research this (few clicks, but still).
Isn't it like every "Mars Aliens" eats Cows and People mixed to the point of disintegrating into simple nutrients?
Either way, just autopsy on proper alien gives enough hints for X-Com to deduct what they would need to survive. Every alien from Mars have a very simple digestion track etc. How Scientists know what Shoggs, or Deep Ones, or Dimension X creatures need to it is probably bound to the engine and simplicity on our side. Researching basically the same thing 4 times, then building 4 different alien contaiments, or atleast researching 4 different "food items" isn't really a good idea.
Even now, acquiring Alien Food is fairly hard, you have to be lucky to get landed UFO with it onboard, or you would have to be locked from Alien Contaiment untill Invasion starts.
I meant "Ethereal" (I always thought they were called "Ethernals", even when looking at UFOpedia entrenance, I was just simply looking at first 4 letters and I never noticed). Tortured prisoners can't lie if you can easly check their words. Interrogated Sectoid can give us detailed description of several alien weapons, early X-Com can't figure their stats easly, however they are advanced enough to check if some things match etc.
Good cop - Bad cop works only on humans and only on those less "criminally hardcore", pain is understood all across the X-Com universe.