She doesn't get hurt by it she just gets weaker and it annoys her. It's even mentioned in her profile...
Oh..Is that you, Cirno?I just happened to be going there too, anyway.Let's go there together.I'm not...going today.You've already decided...What are you saying? We're already this close.Come on, let's go.S-Stop it!!..what you're going to do at Reimu's place too, haven't you?grab