No, cleavage of a double bond does not always lead to an aldehyde. Consider R2C=CRH. The KMnO4 cleaves the double bond to give R2C=O, a ketone and RCH=O, an aldehyde, which then gets oxidized to RCOOH, a carboxylic acid. Just picture yourself erasing the double bond and replacing it with two O's (that are not attached to each other, of course).
For terminal alkynes, it oxidizes to a carboxylic acid and CO2. For an internal alkyne, it oxidizes to two carboxylic acids. ('it' being hot, acidic kmno4).
For terminal alkynes, it oxidizes to a carboxylic acid and CO2. For an internal alkyne, it oxidizes to two carboxylic acids. ('it' being hot, acidic kmno4).