Lethal weapons cause so-called System Shock damage, which is extra stun damage, normally equal to 0-50% of HP damage inflicted. If a weapon description says, eg. 'Shock x3' it means 0-150% Stun in addition to Health damage.
Some enemies to which normal biology doesn't apply, mainly robotic ones, are immune to System Shock damage.
However, stun weapons, based on electricity or radiation, often ignore that immunity.