Why acyl halides are not named as 1-substituted aldehydes?
Well, the rest of the substituted ethane in the chlorethane is still like an alkane, but the rest of to be 1-chlorethanal is not an alkanal in the first place. An alkanal must have the aldehydic group.

If there would be 1-chlorethanal, why not 1-hydroxyethanal ( aka known as the acetic acid  ), or 1-methylethanal ( aka acetone )  ?  :-)