[Gameplay] Kayle R and Illaoi E interaction

When hit by Illaoi E I hit Kayle R on self cast and the animation went to the ghost (which disappeared?) and I still took damage. Whats happening here?

1. fight Hentai
2. Hentai hit E
3. Kayle self cast r (you can targets ghosts, I think this is a bad interaction)
4. Hentai damage goes through and you have no invulnerability.