Are all saves in a unit supposed to be made for those with the worst save first? (11th)

Was playing as guardsmen against templars, and he had a crusader squad. I shot at him 7 times with an ap0 weapon and he failed enough rolls to kill all of the neophytes. Instead he let the super low ones kill a couple of neophytes and gave the other saves to the initiates. That didnt feel right but I didn't really say anything because i don't know enough about the rules to argue. I thought that the ones with the bad saves were supposed to go first no matter what