Why don't Gringard Reagents react with carbonyls at the alpha position?
It actually happens sometimes and you end up with the enolate being formed in appreciable amounts. But it depends on other adjacent substituents that can withdraw or donate electron density to the alpha carbon. 

If you draw the mechanism for the alpha attack you can see that the enolate can react further with the aldehyde and produce aldol condensation adducts. Furthermore, the carbon atom of the aldehyde is way more electrophilic than the hydrogen atom bound to the alpha carbon, that is the main reason why the enolate end up being formed in very small amounts and sometimes you don't even detect it.