It's better to be safe than sorry when it comes to drivers who've been crashes where drivers have taken the impact aka concussion risks or possible bone fractures. He could for example get into another heavy crash and then one of his already injured ribs could break and puncture a lung. We have to keep in mind that accident could have turned out very differently indeed. Sure I want to see Alonso race, but not at the cost of his health.
On a positive note we get to see what Vandoorne can do, not the best of circumstances to make your race debut in but you have to the take the opportunities when they arise.