"Practically Invincible" is the key here. Which explains why King was scared of Zoro even in flame mode. So it is not absolute invincibility to damage when in flame mode but rather extreme defense.
For flame off mode, we will finally see just how much damage can be done to a child lunarian without flames and if they go back to flame and quickly heal, it will explain why you need very high AP to knock them out before they get back their flames