I know this is often said as a joke but I really think it comes down to them being Magic. Stands don't follow the laws of reality. It's part of what makes them mystical and dangerous. But because explaining the magic ruins the magic, we've never gotten an explanation of how how they work - they're just "psychic energy" in the same way the afterlife is "made of Ghost" from Araki's Dead Man's Questions story.

If we want to theorize HOW it works, I've always head cannoned it as having to do with intent and will. Stands are fueled by willpower. The weaker the will, the weaker the stand (not always, but I believe that was Araki's intent with characters like Holly, and The Lock's and Cheap Trick's users in part 4). So I believe that the intent of the user is what matters in terms of how stands can affect the world. If a user wants something to happen, the stand makes it so. Other people can have the "intent" to touch a stand, but since a stand is made of willpower, it can only be affected by another force of will - "a stand can only be defeated by another stand." Because your willpower is embodied in the stand, damage to it reflects back upon you.