What the marines see is that he isn't getting up, of course their natural assumption would that he's wounded as they have no knowledge of his relationship with VP.
Are you retarded or what?
I don't believe this is an either-or situation. Instead, both are true. Kizaru acted like a concussed patient with each hit Luffy delivered; he spit up blood when Luffy squeezed him, and he was just thrown into the ship. Therefore, physically, he can be hurt, and that is what Marines speak to; however, Kizaru is speaking of the emotional wounds of killing his friend. Both can be true at the same time.
Looking for wounds in OP is foolish because Oda doesn't show that stuff all the time. You will not know how bad it is until you see bandages or another character providing details of the injury.