The Cattle Prod does cause Stun more easily - roughly a 60% chance if it hits. If a model has a melee skill of 4, then the overall chance of it causing a stun is roughly 30% (including the Cattle Prod’s green dice). That means a model with melee skill of 4 could use their 2 actions to attack with the Cattle Prod and, on average, not cause the target to lose an action. With regards the cost, I am not part of setting the points values so can’t comment on that - like all weapons in F:WW, some are more effective when wielded by some Units compared to others.
Blade of the East not causing the wielder damage is just for that weapon - the context is the wielder swinging it in a big arc around them (rather than a explosive effect). The Fire Hydrant Bat (like other Area Effect weapons, except Blade of the East which is the exception) damages anyone in the area including the wielder. The Behemoth’s melee attacks have a range of orange - the FAQ gives details on this - so the Behemoth can be outside the bat’s Yellow area of effect.