Only the character who encounters the monster takes damage if they fail. Anyone else, whether at the location or not, whether they played cards to help or not, does not take damage unless the monster specifically instructs you to have them take damage (like giants).
Take Damage, If Necessary. If you fail a check to defeat a monster, it deals an amount of damage to you equal to the difference between the difficulty to defeat the monster and your check result.
Only you attempted the check, so only you failed, so only you take damage.
No One Else Can Take Your Turn for You. Whenever you encounter a card or make a check, you—and only you—must resolve it. No other character can evade it, defeat it, acquire it, close it, decide what to do with it, or fail at doing any of those things. If Sajan encounters a monster, Merisiel can’t evade it for him. If Kyra encounters a Ghoul, Seoni can’t attempt the check to defeat it. If Amiri encounters a Battered Chest, Lini cannot use Thieves’ Tools against it. If Valeros encounters a Spyglass, Harsk can’t attempt the check to acquire it. If Ezren defeats a henchman at the Sandpoint Cathedral, Seelah can’t discard a blessing to close the location. If the game tells you to do something, you have to do it.
Your other characters can breath a collective sigh of relief. But watch out for those giants.