Pokémon are durable. Even if they faint, they'll get back up and feel fine later. It's probably just the way this world works; get hit by fire, and you won't die.

[Annnd to prove this point, Flare turns towards Riku's Heidreigon and shoots a flamethrower at him.

It's not very effective!]

Plus, it's how they naturally mature. To gain levels, you kind of have to win battles.