Okay, apparently it's not just any server or any circumstance. I tried reproducing it by first running jj2, visiting zeal alpha for a second, then went to sp, but I could receive damage normally. Afterwards, I restarted jj2, visited Zeal Duels 1 without even spectating off, and after the same bug happened again.

EDIT: Okay I guess I figured it out; Whenever the game is stopped you won't receive any damage in multiplayer, and logically neither in single-player. While Zeal Alpha had a game running>it left on the game 'started' for me, meanwhile ZD1 had a game stopped, resulting in my client having itself in stopped-mode. So simply what needs to be done is to have the game 'on' by default in single-player without having the option to stop it from the menus either which is possible now.

EDIT2: There are also more menu-commands that can be abused in single-player such as 'Reset Game' to restore all your health. Actually in my opinion all the multiplayer-commands should be disabled for single-player, even if they can be just considered as alternatives for jjcheats.