Considering that madara was worried about tbb exploding on the battlefield, beacuse it would have hurt obito and juubi, shouldn't juubi have been hurt badly when tbb exploded inside its mouth.
Juubi is in a different level you need to understand that the juubi is immortal it cant be killed and I don't think juubi can feel pain from damage and the juubi is just playing around with shinobi alliance the juubi killed all these ninja using his finger only just imagin when the juubi show it's true power imagin the power of the perfect form the juubi is truly the end of naruto world just as SO6P said
I don't think it has any realisation of right and wrong. I don't think it has enough consciousness to realise pain. it is being controlled by obito after all. maybe it does take damage but it doesn't realise it has taken any.