No, no, you're getting confused. Let me show you:
Elle fait du mal à Marie quand elle fait ça. -- She hurts Marie when she says that.Elle lui fait du mal quand elle fait ça. -- She hurts her when she says that.
The indirect object of the first sentence is Marie (indicated by à before it). In the second sentence, you replaced the indirect object by the indirect object pronoun lui, which doesn't need the à. But by the rules for word order, lui moves ahead in the sentence.
You can think of it that "lui" includes the meaning "à".. to him.
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