Real animals do not stop fighting because they had a hand/paw/foot broken. They lose the use of that appendage, but unless the limb has broken further up they will not be immobilised completely. It may be very painful to break a toe, but it would not cause a creature to just faint in the middle of battle and be helplessly killed, given the adrenaline rush and urge for survival. In terms of evolution, animals which faint at a broken toe and are killed are not likely to survive either. A broken shin, by contrast, will put it out of action long enough for the foe to strike the fatal blow. Maybe the number of receptors in small, easily broken bones in extremities needs to decrease for this.
Pain receptors in minor bones make sense in theory, but their effect on the game is daft. Every animal in the game would have to be nopain to stop predators from breaking a toe scuffling with prey and fainting as a result. They would be in extreme pain afterwards, but still able to finish the fight at the time. A beter idea would be for Toady to add adrenaline rushes so creatures only suffered extreme pain and fainted after the fight was over, a more authentic situation.
Sharks which have been almost bitten in half still keep fighting.
Constructed walls should be vulnerable to magma and megabeasts, but that is not something we can change, sadly.