The little glow ladies are all manifestations of this one witch, who one day met this wandering swordsman, though he was hunky and decided to bind their souls together. Now he can’t die so long as he is alive (killing her little copies doesn’t count, she has a phylactery somewhere safe) but he does take wounds normally, and like any living thing, he needs his body intact to function. But that’s what the clones are for, they blink in and out of existence to patch up his wounds.
And to mess with him, ‘cause the witch likes to mess with the swordsman and watch him get all bothered, and being followed around and climbed on by tiny glowing lizard girls in nightgowns is what does that to him.