Nothing targeted you, so having hexproof didn't help. Being affected by something does not make you a target, only the word "target" in the spell or ability makes you a target, and it does so when such a spell/ability is put on the stack. Also, losing life is not the same as taking damage. Damage to a player will usually cause loss of life, but not all loss of life comes from damage.

115.10. Spells and abilities can affect objects and players they don’t target. In general, those objects and
players aren’t chosen until the spell or ability resolves. See rule 608, “Resolving Spells and
Abilities.”

115.10a Just because an object or player is being affected by a spell or ability doesn’t make that
object or player a target of that spell or ability. Unless that object or player is identified by the
word “target” in the text of that spell or ability, or the rule for that keyword ability, it’s not a
target.

115.10b In particular, the word “you” in an object’s text doesn’t indicate a target.