No, none of it is. It was never supposed to be.
I said they should
have been, not that they were supposed to be.
As shown in James Cameron's portrayal, a big problem with having multiple Aliens is that you have to dumb them down, and that does injustice to the creature's amazing design. If they all had the same hunting skills as the first Alien (which is basically to use stealth and get right in your prey's face so when they see you they have no time to react) and exhibited good team work, there'd be no survivors.
In conclusion, it's not the lack of them being bulletproof that bothers me, but their behavior.
But the rhetorical question still remains: If I can shoot the Alien for infinity with a shotgun in A:I and it not die, why would that suddenly not be the case in the sequel?