He's yanking your chain, maybe more of the tiny scratches you'll get from underbrush while riding singletrack are visible on your legs from being shaved. I presume your riding off-road with your friend if your coming away torn up at all. Hairy legs arent an sort of buffer zone but they may hide small skin abrasions very well. It could be also that he's riding at a different level than you. when I rode beginner I had all kinda scratches, cuts, bruises etc from I don't even know what half the time even though I was pretty good. Less and less marks when I was riding sport until eventually I always had clean legs after a race or ride. you watch the top sport class and expert class riders male and female finishing a race. Unless they went down bad their legs and elsewhere are clean as a whistle for the most part