Monsters have hatretds, just like we do. When we play, we identify which monsters are cursing us and doing the most damage to us, and then we kill them first before targeting the next closest monsters. The monsters do exactly the same thing, which is why they'll usually try to kill combat mages first. Combat mages attract an extreme amount of aggro, and with very squishy armor they do need to be protected vigilantly to keep them conscious (once the combat mage goes down you lose a huge amount of potential damage output). After the combat mage, they usually go for the fighters next, followed by the rangers. For some reason, they seem to leave the nature mages for last most of the time.
Thankfully, there are ways to make sure the monsters leave the combat mage alone. A shield specialist with Provoke, a summoning specialist with Summon Provoke or a Mythrilhorn with Enrage (at least I think it's called Enrage... Been a while since I last used a Mythrilhorn) will do the job nicely. As will doing the actions that cause an auto-aggro (like grabbing treasure during a fight against Taclaks or using a power when fighting against Quatalls).
From cradle to coffin... Shall my wickedness... Be your passion