Why would they be. I seiriously doubt the devs, who were making this game much more difficult, would make every compnion immortal. They were already to powerful in FO3. I have no proof but then again neither do you.
Yeah they were over-powered in F3, but only with Broken Steel.
Vanilla game, they died like Dracula at the end of every Castlevania game.
So why not make them just as weak, but with immortality, so that it isn't annoying.
Imagine that you do all the quests for a companion, and then they just die in an unfortunate accident.
Auto-saving at checkpoints, mid-game, is confirmed in the X-Play walkthrough. The game saved at a pivotal point, not at a door, but in the middle of a room.
So you could, in theory, waste tens of hours obtaining a companions' best armor, then have them die, and have the game save moments later, then be screwed.
It makes no sense for the companions to be able to die, have you forgotten that they are a major focus in New Vegas?