OP's statement of "In all oxidation reactions of glucose, it seems that the aldehyde group alone gets oxidised and none of the hydroxyl groups" is not entirely true. For example, the step by oxidative cleavage with periodic acid ($\ce{HIO4}$) has been successfully applied in the constitutional analysis of sugars. The presence of several pairs of vicinal diols such as those in glucose during oxidation with $\ce{HIO4}$ can lead to the formation of complex product mixtures:

[![Oxidation of diol][1]][1]

Accordingly, the oxidation reaction of D-glucose with 5 equivalents of $\ce{HIO4}$ gives five equivalents of formic acid and one equivalent of formaldehyde (Figure **A**). An analogous degradation of D-fructose yields three equivalents of formic acid, two equivalents of formaldehyde, and one equivalent of carbon dioxide (Figure **B**):

[![Periodate oxidation of glucose & Fructose][2]][2]

This oxidation is believed to be step-wise. For example, glucose (a hexose) contains a terminal aldehyde group ($\ce{C}$1) adjacent to a hydroxylated carbon. This setup tends to be oxidized to formic acid, $\ce{H-C(OH)2-CH(OH)R -> H-C(=O)OH + (O=)CHR }$, and an another aldose, which contains one less carbon atom than original sugar (here, it is the corresponding pentose). This formation can be explaned by a $\ce{C-C}$ cleavage followed by each $\ce{C-OH}$ oxidation to $\ce{C=O}$:

[![Stepwise periodate oxidation of glucose & Fructose][3]][3]

Now, this corresponding pentose also contains a terminal aldehyde group adjacent to a hydroxylated carbon. Thus process continues until $\ce{C}$6. The $\mathrm{R}$-group of $\ce{C}$6 is $\ce{H}$. Thus, final product is $\ce{R-CHO \ # \ H-CHO}$, which is formaldehyde.
 


  [1]: https://i.sstatic.net/JP0H9.png
  [2]: https://i.sstatic.net/pIKRA.png
  [3]: https://i.sstatic.net/BrHen.png