[GAMEPLAY] Possible bug with Thornmail on Sion against Lucian.

I was in a game a little bit ago and noticed after I purchased Thornmail to try and counter some of the AA champs on the enemy team, when Lucian would attack me however, he wouldn't take any damage.

Even with Bloodthirster, he should have been taking damage from Thronmail since Life Steal applies after resistances and Thornmail applies before.

Is this a bug with how HP is displayed or with how damage is applied by Thornmail?