On Normal difficulty, it's not hard to keep sectoids (and sectoid commanders) at range.

On Classic, enemy AI is fully 'unshackled', and double the number of units are permitted to attack per turn. Not to mention numerous other horrific changes.

As a result, sectoids go from being fodder, to tactical experts with better aim and crit chance than your soldiers until like sergeant rank, and whom constantly charge and flank until forcefully driven back. Sectoid Commanders have even more health, will attempt mind-control twice as often, and have a much higher chance of succeeding.

Honestly, probably one of my biggest criticisms with XCOM: EU is that Normal difficulty is just too easy. Especially without Ironman at least enabled. The game is more properly played on Classic.