You did hurt him. But it's not his body that's suffering. You've damaged his ego. As a fighter, you're his equal. He's never fought anyone as strong as himself. This creature has never faced a true challenge and I suspect, he doesn't know how to handle it.
Ha ha ha ha ha ha! You mean Majin Buu is a little scaredy-cat. But how can you blame him? He's up against the best fighter in the world, don't you think? Give me five more minutes with him and he's toast!