Basically all legend classes have 2 passive abilities;
"A Legend doesn't die easily" surviving with 1 HP left and 5 seconds invincibility frame.
"Negative Status Immunity" Immune to Fear, Stun, Curse, Insta-death, Poison, etc, unless it was from a legendary skill.
Yura gave up using fireball because she thought Grid had high magic resist(which is actually his short invincibility frame).
So she used high class black magics instead, which pretty much consist of things Grid's immune to.
But if Yura had stepped forward a bit and flicked his forehead instead, she would've ended Grid's measly 1 HP with low Def.