Honestly I don't know where your confusion is coming from, but I'll try to help with another example.
If you've ever used Dark Horse against Bone Dragon, you'll notice that once Horse's shield is up and Bone stops doing damage to your heroes, it also stops draining their energy, because as his skill description very clearly states, No Damage Done = No Energy drained. Think of it like this:
If Damage == 0, No Drain (whether the damage was prevented by dodging, shields, or immunity)
If Damage > 0, Full Drain (based on expertise and purple skill level)