Found it.
Just as it says: "A Stunned or Wounded unit may move in any direction, but if, after the move, it is within 6” of any enemy unit, it is removed from the game (it is killed while trying to escape!)."
Plus keep in mind 4.2 and 4.3! Stunned or wounded Units may only take Move or Regroup Actions.
So if the wounded unit is activated and is not moving it can only perform a regroup Action.
If it moves and is AFTER the move within 6” of any enemy unit, it is removed from the game.