Hi, my name is*****'m happy to discuss this with you.
A mother-in-law and daughter-in-law relationship is a very delicate thing. And this woman is a fiancee, not yet a wife. Her relationship with you is new and tenuous.
At this point, it's your son's job to inquire as to your health, not hers. If he is passing the answers along to her, there is no reason for her to call you directly. You should assume that they are speaking. (I have been married for 15 years, and have an excellent relationship with my mother in law, as my husband does with my mother, but typically either mother talks to one of us, not both of us, and we pass the information on.)
Your daughter in law may not be comfortable calling and asking you directly, and if so, you should think about why.
As an etiquette expert, I have to say that it is never the job of an adult to educate others on consideration. The person with the best manners in the room, is always the person who can overlook the poor manners of others with a smile.
But in this case, I do not think you have cause to be irritated with your son's fiancee, and I do not think she was being inconsiderate, let alone "incredibly inconsiderate." Also, we have the aforementioned typically touchy relationship between in-laws. And in some families, like my own, there are different levels of what is considered polite/rude in terms of asking others about health. So I do think it would be triply, or quadruply, incorrect to notify her, or your son, that you feel it was inconsiderate.
I sense that you have bigger issues with this woman, and this is just a scapegoat cause. If this type of insignificant, and really not-at-all rude behavior, is going to upset you, it's going to be a long and rocky road. You will risk hurting, or ruining, your relationship with your son if you take such great offense at something that is well and truly "nothing."
1) It's expected between partners, that one may pass on questions or information to the other partner, without both needing to inquire
2) Different people have different acceptable standards about inquiring about health, as delicacy on this subject varies from family to family and region to region
3) A mother in law/son-daughter in law relationship is always delicate and fraught, and should be approached to always give the benefit of the doubt to the other party. Truly, in almost every relationship there is, we should try to give the benefit of the doubt to the other party and think about reasons they may have handled a situation in a particular way.
4) It is never good manners to point out what you see as the poor manners of others.
5) Even without considering the above, I do not find her actions rude.
I'm sorry if this is not what you wish to hear, but it's my honest take on the situation.