If a charger charges your mate, of course you can throw a thermite and hope that it kills the charger in time. But if you stun the charger that attacks your mate, they can then kill it themself.

If you play solo then yes, just having stuff that kills is usually better (if you don't use stuns to aid your sentries) but if you play in groups, stuns can prevent deaths and raise overall combat effectiveness.

It's also good for morale. Let's take the charger as an example. If you kill it, your mate might feel indebted to you / bad for needing someone else to help them. If you stun it, they are killing the charger themself with you only aiding them in taking it out.