How do holograms damage players in Yu-gi-oh? I mean the damage done outside duels with supernatural elements or with some device that causes the players to get damage.

Even in normal duels the holograms cause some damage to the players, although one far from a serious one, which looks pretty dumb, as an hologram in reality is not going to hurt you in any way.

As far as I know first 4 seasons of Yu-gi-oh only show holograms, this changes in the 5th season as solid things are created from the holograms, so in this one it makes sense that they could hurt, and I don't know for the sixth one as I didn't watch it yet.

Is it ever explained how holograms cause damage to the players?
My best guess is immersion, like if you're playing a vr game and you're about to get attacked or something and flinch a bit, let's be honest here though it's just to make the duels dramatic. (I'm talking about the first and second series')