They are part of his imagination, part of his story, and so, part of him. If he would not hurt you, then it only makes sense that they would not be able to do so either. They are the deepest parts of his subconscious. Shrapnel of his inner self. As you might have learned, they have the same desires and conflicts as their maker. As separate pieces, freed from the soul and from the confines of a human conscious, however, they develop minds of their own. And, as demons created in the dreamworld, they are compelled by law to answer to its queen. That is why they attempted to harm you but in the end could not.
