Why acyl halides are not named as 1-substituted aldehydes? For acyl halides, IUPAC uses preferably the "acyl halide" type naming (e.g. acetyl chloride). But they can be theoretically named as aldehydes, where a hydrogen atom in the $\mathrm{CHO}$ group (carbon 1) is substituted by a halogen atom (e.g. acetyl chloride $\mathrm{CH_3COCl}$ has the same structure as acetaldehyde (or ethanal) $\mathrm{CH_3COH}$, so it can be named 1-chloroethanal - the name is probably valid, some sources list it as a possible one). 

Of course, functionally acyl chlorides and aldehydes are very different (since acyl chlorides are much closer to corresponding carbonic acids), but structurally they aren't (and the systematic name should probably express the structure of a compound at first). Consider for example the naming of alkyl halides (halogen-substituted alkanes), where IUPAC switched to the substitutive nomenclature (for example, from "ethyl chloride" to "chloroethane", despite that chemical properties of chloroethane and ethane are very different).

The question may be incorrectly stated, since I'm not a (professional) chemist. Thanks in advance!
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 )  ?  :-)