No, its perfectly logical. the Ai behaves like players would behave. Suck it up.

Both in this case and in targeting the squishy wizard and otherwise weak characters.
The downed character can be restored with the help of allies and healed, so its perfectly logical the enemies would try to finish you when you are down and much easier target because of it.

Also, it doesnt happen that often at all, in majority of cases my downed character gets hit once or twice more and only in very rare occasions the enemies go for the complete kill.