Omission of locants for functional groups in IUPAC names
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There is only one possible phenylacetaldehyde, so its IUPAC name is in fact phenylacetaldehyde. 2-Phenylacetaldehyde is its systematic IUPAC name, but many chemicals' official and systematic IUPAC names differ, like propan-2-one for example. The reasoning for this is often historical and to reflect what is most commonly used in the scientific community.

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Chloroacetaldehyde is quite obviously an aldehyde, but  switching the position of the hydrogen and the chlorine as you suggested results in a completely different class of molecule known as an acyl chloride. There is therefore only one possible chloroacetaldehyde and no need to specify the chlorine's location, though its systematic IUPAC name is indeed 2-chloroethanal.