She acts hurt for a brief while, it's not a matter of life and death to her unlike say a pirate stripper who wears a shirt in weather that'd leave her hypothermic and for battles that occur every ten feet, and taking wounds but recovering will just add to her legend. Plus she can always simply tie up her gambeson when entering heavy combat, if you're not wearing any armour like an idiot then you can expect grievous wounds, ugly scars or death if you're mortal.
That and it's a good thematic device of Saskia's open heart and the traditional dragons weakpoint.
DAMMIT, pay attention to what I write. It's not that it's fatal or not, rather what the peasants perceive. Since they don't know she's a dragon, they'd assume she's mortally wounded. How is that good for morale? A society built around a charismatic leader crumbles if the leader dies or is believed to be in grave danger. Besides, it would only add to her legend AFTER the battle. During the battle people would panic


