Because you can apply for permanent residency while being retired and living your elder days under the spanish sun, in which case you don't get health coverage

Because you can apply for permanent residency while being retired and living your elder days under the spanish sun, in which case you don't get health coverage because you are not (and never were) a spanish worker. If you have been working in spain, you are covered by the spanish public health system which is your proof of public health insurance right there. Also, so long as you keep being an "active worker" (that means either actually working or inscribed in the public job-seeking people registry INEM) you will maintain your health coverage whether you are a permanent resident or not.