Ah. I take it from the group name "Bug1" that you've got different groups for each of the bugs (you said there were 5 max total, correct?)
The problem is that when you are decreasing the health, that event doesn't pick a specific instance of the bug sprite, so it's applying it to all of them.
You might try adding the Sprite -> Pick nth instance to the event with the mouse click and what_is_clicked and isinfight variables to pick the 1st instance (or 2nd for second bug, etc). That will cause everything you do to the bug sprite for that event to only go to one bug.
Would have to see all the code itself to know for sure if that will work for you, but that's where I'd start.