Well, I'm going crazy for a lot of things right now ^^''' and this is completely one of them.
As when we see Kaname in his memories (in chapter 64) he is using Artemis and he takes Bloody Rose from the ground (because... ???). But he's using gloves.
I suppose he's not using gloves now because he wants to suffer.
For some reason Yuki, Zero, and Kaname are able to maintain hold over their weapons.
Well, Zero belongs to Hunter's lineage, so I think it's normal, as weapons are made from HW's body and he's the descendant of those who drank her blood. Plus, he has the tattoo that protect him even from anti-vampire's traps at the entrance of Association Headquarters.
So, the only one that has no damage at all by handling an anti-vampire weapon seems to be Yuuki, maybe for the healing power of her blood.
Still, I feel that Bloody Rose and Artemis are connected in some way... and that they are connected to Yuuki and Kaname more than what it seems... Well, we shall see!