A round fired out of a rifle fires with a much higher velocity than one fired out of a pistol.
The PRs have adapted 10mm (already a heavy round), makes it armor piercing, and then gives it an explosive tip.
A standard issue (at the moment) nato round is actually smaller than a 9mm bullet, but it is a rifle round because of how much faster and further it shoots due to having a huge cartridge packed with that secret government can't have as a civilian propellant (and because its smaller size makes it light weight) so if you are a grunt, or were a somebody else who was running around on the ground having to carry that shit like I was, you can carry more ammo with less of a weight penalty. Ounces make pounds, and pounds make pain as the saying goes. The new rifle with the bigger round has more stopping power, but less capacity for magazines, and you'll have to carry more weight to carry the same loadout we did in the GWOT days. I don't plan on going back to being a sapper anytime soon, so if its better at dropping folks with fewer rounds, good for it I guess.
So the weapons in the future shoot a far more dangerous round than they do today. Since the pulse rifle doesn't use cartridges (lore wise at least), they can carry a bunch more of ammo, with less weight penalty than they would before. Just two magazines gives you about the same ammo as what we used to have to carry 7 magazines for.
When you look at a bullet online, only the very end of it is what actually hits you. Everything else is propellant inside a cartridge that detaches. I know most know it, but some don't. We had people in BCT who didn't understand how guns work until we were on the firing range.
So you can also have a difference of effect on the Alien because they are probably using different rounds throughout the series/comics/games and the era that these all took place. I would think that IN SPACE, they are probably using hard hitting, but slow traveling subsonic rounds so they don't shoot through the hull of the ship or station. Which is probably why the Marshalls and their weapons (and anybody else who ends up with them) aren't actually able to kill the Aliens in isolation.
I also have a personal headcannon that the Aliens outerbody is more protected than its inner body, so the shotgun to the mouth would drop it instantly, where a shotgun to the dome might not have the same effects. A bullet with a starting point INSIDE the defenses vs outside.
Steve Perry thought this too, because his (spoiler alert) android Marines in Earth Hive would have the Marines waiting for the Aliens to open their mouths before firing a 10mm handgun round into their jaws where it would rattle around in their domes like a mad bee in a jar.
I think fire probably does the same thing. Enough concentrated on them would probably kill them, and it for sure kills the facehuggers, and chestbusters, but generally an adult is just gonna split because regardless it probably hurts for something to try to burn you alive whether you have a resistance to it or not.