The Keyblade was made to be the strongest weapon in the game. It is a legendary weapon that is said to hold phenomenal power. It has magical properties, such that it cannot be destroyed and can cast magical spells. In fact, it's true power and mystery will not be revealed until KH3.
As far as I know, nothing was able to damage it so I don't think a weapon made of pure energy would've done any harm to it.
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As for Sephiroth's Masamune, I don't see where it was ever scratched. After all, when Kadaj formed into Sephiroth, the blade just appeared magically out of thin air, which is something the Keyblade does also.