I wish I could see how Will Smith would react to lightsabre wounds?
Back to the topic: We don't see any blood coming from the alien, only his hacked off arm. We never see Luke's hand properly so it could still be bleeding somewhere hundreds of miles below Cloud City!
In ROTJ Luke's lightsabre on the skiff just seems to knock people over. Why aren't they sliced into pieces? As he is swinging it like a psycho he could easily hack up Han and Chewie standing behind him, so it is probably just as well.