i think everyone is taking the part where he is asking about guys techniques a little to literally.
Madara right now os the most poweful thing in the universe and can be quite cocky at times, but he is not naive and thinks that nothing will ever kill him as he does take defensive measures against any attacks thrown his way. However, there are times when madara has taken a few hits, and it wasnt to flaunt his power.
as a very knowledgable person, he does realize that there are still things out there that can and will always pose a threat to his being as he is not immortal and can still be hurt. since he has never fought a person using the 8 gates before, he was still cautious about its full power, though being the most powerful being at that time, he underestimated just how deadly it could potentially be even to him in the hands of a highly skilled opponent as gai has repeatedly shown when fighting him.
when gai went into the 7th gate and blitzed him, he was caught off guard and took a few hit before finally regaining his composure to defend himself against the final attack which still sent him flying back a bit, though more disheveled than hurt.
when gai went 8th gate, gai was able to actually blitz madara before he could even put up a defense because his speed was so great and took a blow that he said himself could be deadly if he took a few more blows and excplicitly stated he need to completely avoid a direct hit. after that, gai proceeded to overwhelm him with his speed and power to the point where he couldnt move and resorted to using his greatest defense at that time to protect himself. of course gais support came in and helped to make it easier to hit him because they werent playing around with madara and needed to take him down, and gai was their best chance.
After the final hit, he was excited because he, the most powerful being in the universe was being beaten around by gai with support of his friends and it reminded him of the time when he fought hashirama who was the only person at that time who could compete with him at all, so he accepted gai as a worthy opponent capable of fighting on the same level as him and even have a slight possibility of defeating him and wanted to know just how much more he could do so that the fight didnt become predictable and boring.
