I'm not sure this even counts as a peeve, since it wouldn't be so bad if there were more exceptions. More like an overpopular design choice which ought to be a difficulty option.
Shooters where you learn how many hits it takes to kill each enemy. Particularly when guns are accurate.
This is one of those things Half Life 2 did well, because it had a lot of open spaces where the automatic weapons missed a lot. The enemy might go down in a couple of lucky headshots, or might not. It added a mechanic of confirming the kill before switching targets.
It's not hard to tell, they scream and go ragdoll in a frankly silly way. And there are special weapons which do enough damage to kill in 1-2 hits, guaranteed. Still though.
By comparison, my brother and I used to screw with the scientists in Half Life 1 by shooting them once in the foot, then bopping them on the head with a grenade. (The impact is enough to kill them, which our adolescent minds found *hilarious*)
Far Cry 2 had a somewhat related feature which I wish was more common, though few games are willing to be so dark. Enemies who weren't overkilled would drop to the ground, screaming and calling out for help (and other enemies would pull back to help, tactically useful). If you got too close, they would fumble for their pistol and start shooting you. If you got closer, there was a special animation for *finishing them off with your knife*. I don't know if leaving enemies alive increased your reputation, but the flavor text hinted it did. I don't think reputation had any mechanical effect, but it changed what people said about you - in the towns and on the battlefield.
That feature would was enhanced by the uncertainty factor, since I usually wasn't sure whether an enemy would go down or die outright. Pretty sure in most cases, but not certain.
(fun fact, I "downed" an enemy who was standing in shallow water and they *drowned*. It was horrible.)