To steal a costume, you need to roll three or more claw symbols on the dice, regardless of how much damage is dealt.
Technically the rules say "...rolls with at least 3 [claws] he can steal Costumes from any Monster he damages by paying..."
So you still need to damage them for it to work.
That said, I believe he still took damage.
Look at it this way, you still dealt damage, just not 'life damage'.