Are you serious? Thin men have plasma pistols that do almost no damage and will get one shot by laser rifles or above. I only played through the game once on normal difficulty, but thin men were always one of the least dangerous enemies in my eyes.
The missions where I ended up with ridiculous amounts of deaths (3 or more squad members, often very valuable high ranking ones) were always due to sectoid commanders and ethereal mind control shenanigans, although that was mostly my fault for stubbornly going after arc thrower captures. Capturing and interrogating an ethereal is sooooo worth it. The first time I ran into a sectopod also wasn't pretty, I had no idea what the charging up for 1 round mortar attack was and had a bunch of soldiers clustered behind cover in the same area, but they were mostly new squaddie recruits so that was allright.