Aliens have a dirt poor pain tolerance. At least when compared to a creature like the Predator.
For some reason, even when confronted with the slightest pain, even if it has no chance of significantly wounding them, let alone killing them; the Aliens seem to have very primitive and childish reactions to pain, from screaming and backing away to getting visibly wildly angry when they are forced to endure pain.
A2: Queen backed her mouth away from the Powerloader torch; she also backed away from the flame thrower at the elevator scene, even though not nearly enough flame was coming out of either to really injure her.
A1: Even good'ol "Skull" backed away from the steam jets he was hiding in, screaming and carrying on like a little girl who didn't get her way.
A4: Backed away from the Liquid Nitrogen jets even though it has been show that they can be completely submerged in it without dying.
AVP: Queen Getting stabbed in her neck with the spear, and instead of just removing it right there, she reared up, took a few steppes back, and fell over into a house before removing it.
A3: Alien was covered in molten lead, I will give it that, but it really had no choice there, although it sure pissed it off. You could say he (Dr.Evil voice) "lost his cool".