Putting it into a story telling perspective, do you guys know how fucking boring this comic would be if they weren't phased by anything?
Because its pissing Blordy off. Like, a lot.
Because this keeps getting explained, and ignored.
So listen, or read, very carefully.
There needs to be emotion. 10-12 year old super-powered girls need to show this emotion. Not only for the sake of good story telling, but because it fits who they are - 10-12 year old girls. They don't have as much experience as you are crediting them with. It's always going to be a emotional roller coaster and danger when they are doing things like this.
THERE IS A HUGE ASS, FUCKING PROBLEM IF YOU AREN'T FEELING THESE THINGS IN DANGEROUS SITUATIONS.
As for the power and durability thing, they got beat up just as bad in the show. But when you pull a kids cartoon into a grimier teen-to-adult rated universe, you can't have the childish invincibility and still maintain that dark atmosphere you are trying to pull off. Heroes need to take battle damage in their fights. No one wants to see God zooming around, not getting hurt at all.
And while we're at it, let's also pause for a moment and consider the poster-boy for superheroes, Superman. He takes damage like the girls and is just as or more durable than the girls. Where the hell is your outrage over this?
EDIT: I'm not saying you can't continue this or post more on it either with or against me, but there are fundamental things you have to take into account when you're bitching about the protagonists taking damage.
Stufflikehearts - He is a Sith Lord. I love Blood Lord :3
Jeffffey - Blood, you look at the information someone says, look over what really happened, and reply in a way that makes them realize what they were really thinking.
Light10s - Blood Lord! Your avatars are becoming more epic. You make me feel like getting on all fours and submitting my loyalty and obedience to you.
Fievel - Numerous campaigns and conquests, countless bodies decaying after the abandonment of victorious battlefields. Such is the life of Blood Lord.
Dusk_Imp - Blood Lord is like a celebrity here. Everything he does is pure awesome. ALL HAIL BLOOD LORD
Doctress Who - Why couldn't there be a Blood Lord in every forum? It would make life so much easier.