I'd argue spoiler codes for Thor: DW are not needed as the OP and nature of the thread warns of them.
I'd have to see how Fandral was injured and then Frigga to make a decision, but I'd guess that Fandral's was in a less critical space (we'll assume Asgardian anatomy is different than human anatomy.) Also they were able to, fairly, quickly get Fandral to the healing room to mend where as in the aftermath of Frigga's injury they were still dealing with the effects of the attack, it's possible the healing room was damaged when Frigga was injured. Hell, is Fandral even Asgardian? Maybe he's from a different Realm that makes him more resilient to damage beyond him being a (young) man who's often in battle as opposed to an (old) woman who sits on a throne.
Then there's the "it's more dramatic" hand-wave.
Along other lines, I'm sue everyone noted Odin's raven in some of the opening moments of the film, something we also see during the Loki/Thor encounter in Avengers.