Saw palmetto is used as a prostate enhancer and also allows the hair follicle to get protein etc. Then why they say masturbation cause no hair loss?

Masturbation. There is absolutely no connection between taking a drug and it's uses and the normal and natural sexual experience known as masturbation. You are not a child, i believe, and let's take a moment and think this through. Every man in the world who can has or does masturbate. This is a normal and common part of the human experience. There are no health, physical, or medical consequences to masturbati.
Forgive my frankness. Saw palmetto has failed most objectives tests as a treatment for prostate disease. The claim that it "allows the hair follicle to gain protein" is made up out of whole cloth. All men entertain themselves, and if you look around you'll see that guys with more chest hair are the ones that go bald -- it's genetic. This is your chance to become scientifically literate -- a great gift to give yourself.