So how do you know they did more than 9999 damage if the damage displayed was 9999? It could be that 9999 is the damage cap that you can't break, no matter how good a critical hit you get. Of course, if you know the enemy has 12,000 HP, for example, and you kill it with one hit doing "9999" damage, that's a good way to know you're doing more than 9999 damage.
Well, you can't see it, but people figured it out after they did some pwning damage. Could be a glitch, could be like that on purpose. It's just this: Onion Knights rule.