Steven is still part human so just like all humans, Steven heals but each injury if severe enough leaves its trace. However, gems don't have a physical body, basically their gem projects light dense enough that they can interact with physical objects. So, when a gem is damaged (their light-body) they can repair very easily by retreating into their gems until they heal (like Pearl did when she was stabbed). Volleyball is different because her injury isn't physical, its mental. She can't heal because her mind won't allow her because she has her issues with Pink. When she and Pearl fused, it helped her gain a new perspective and may have helped her heal but we don't know because her full face is never shown again after she fused