A mission went very badly. I my moved my last sane soldier back to the blue square near the plane and chose to abort mission. He was still KIA. Did I do something wrong?
Did you end the turn and see a prompt to leave the mission? The game should show you how many soldiers are evacuated and left behind.
Did choose to abort mission from the game menu? I do not know if the game is still supposed to respect soldiers being in evac zone, so it is either no, no one gets saved, or you may have misinterpreted evac zone boundaries and put the soldier right outside.
If you are sure the soldier was inside evac zone, and have aborted the mission via a special messagebox, this must be an unfortunate bug :-(