actually, some aliens should never suffer from fatal wounds at all. If you consider the Reaper UFOpaedia text, they have so many redundant systems... the same goes for Silacoids and Celatids. I wouldn't even mind if they were able to completely regenerate health.
But of course you are right, there are Alien Medics after all. They at least should be able to heal other Aliens. Of course the AI is a point... what priority should be given to healing the other Aliens? Will Alien Medics run out of cover to heal others?