They are bleeding here, how ? And Queen seems fine !
So maybe the answer is here :
"At first, the Red Scabbards' swords couldn't pierce Kaidou's body. But they put all their power into the attack and finally their swords go through Kaidou's skin in midair. Kiku also manages to pierce Kaidou's hand!! "
They did a second attempt to wound Kaido, so something happened between those moments or ... maybe not and they are just bleeding because of the ground, lol!
I agree with you with this part. Any one can touch him and wound him lol.