It has never been shown that Russia injures him intentionally. In fact, there has never been confirmation as to how Lithuania received his scars, even if it is the most likely scenario that Russia inflicted them.
EDIT: Yes, there has been confirmation. In a strip called "Poland and Lithuania-Why you were gone", you can see that, in a bubble, it shows "Lithuania at that time" and you can see Russia whipping him. I suppose the scars come from that.