Yay a fan!!
What about some bonus for the shaken squad if they have not taken fire?
So a squad comes under fire and becomes shaken, a friendly squad then lays down fire at the attacker causing them to cease firing at the shaken squad, this would encourage them back into the action?
Also, shaken squads are not just having mental issues, they could be physical too.
So a shaken squad could indeed be struggling with what to do due to indecision/panic, but it could be that they know exactly what to do but are having other problems.
The shaken penalty could be that Steve has been wounded (he did fail his save to get the shaken marker after all) and they are dragging him around which makes aggressive orders (higher difficulty) harder to do, as it would endanger Steve further.
However when they lose a model the shaken marker is removed, this because Steve has now been killed and the squad no longer has to look out for him so they can concentrate on the firefight without the ‘burden’ of a wounded comrade.
A bit like saves, saves are not just about armour.
They incorporate ECM, agility, cloaking, super-fast speeds etc.
So a small drone that has ECM and incredible speed but no armour may have the same save a s a medium tank, because it is just as hard to damage.
Anyway, ignore or disregard anything here that makes your game less fun, thanks for playing and post some AARs!