can you please explain why these hooks are needed? and provide an example of something you may want to do that you can't already do with the current hooks?
adding new hooks isn't exactly cheap

HOOK_AFTER_PHYS_STEP allows me to prevent ledgegrabs and bonks more cleanly and naturally without having to recreate the entire step system. My current use for this is to create an object that prevents bonking altogether in order to bounce Mario correctly.

HOOK_HEALED_MARIO and HOOK_HURT_MARIO can be replaced much easier and right now my main use for them is to make a custom health system. This can already be done with HOOK_BEFORE_MARIO_UPDATE and HOOK_MARIO_UPDATE I believe, however specific hooks for heals/hurt just makes sense for me for these uses.

This isn't related but I figured out why we don't have a hook that prevents objects from unloading.

just a heads up, you could already do HOOK_AFTER_PHYS_STEP like this for air steps (not tested, consider it psuedocode):

local sStep = false
hook_event(HOOK_BEFORE_PHYS_STEP, function(m, stepType, stepArgs)
    if sStep then return end
    if stepType ~= STEP_TYPE_AIR then return end
    sStep = true
    local stepResult = perform_air_step(m, stepArgs)
    sStep = false
    if stepResult == AIR_STEP_HIT_WALL then
        return AIR_STEP_NONE
    end
    return stepResult
end)

but it won't hurt to have it anyway.
the hooks for damage and healing seems a bit unnecessary to me, since they're very use case specific..
not saying they need to be removed, i'm just skeptical.

I don't think I'll go anywhere with this PR so I'll close it for now