I've always thought that the suicide ethereal was a really bad idea. The points you spend on him can go into another Commander instead, which will do a fair bit more damage than Tau hitting on 3's in close combat. Trying to improve Tau in close combat just seems to fit the saying, "you can lead a horse to water, but you can't make him drink." They're just not built for it, and losing the Ethereal provokes them into dangerous situations for the army. If I see an Ethereal, I make a beeline for him with my assault units. People get tempted to try to go toe-to-toe in combat with...well... anyone... when the Ethereal is down, and it's just a bad idea, even with the Favored Enemy bonus.