Could be something as simple and basic as a particular materiel being poisonus to the creature.
Like the legend of werewolves being vulnerable to silver for instance. A werewolf may be particularly resilient, but I always thought of werewolves to still be living creatures. A lopped off arm is still a lopped off arm no matter what did it. The creature may have the strength of will to continue fighting through the wound, or just flies into a berserk rage. Or maybe even has strong regeneration like a troll, and the wound quickly stops bleeding and could even grow back good as new after a week or so.
A sword to the heart would still be very lethal, lose blood far too too quickly in that case for the wound to begin to heal over in time, should a warrior manage the strike. Same with a decapitation or a cut throat, and other wounds would still cause the creature to lose blood, and even disable the part for the present. But the bloodloss would be insignificant unless it's a massive injury. And most fatalitles in DF seem to come from bloodloss.
And then a creature's weakness comes in. A seasoned warrior may be able to handle such creatures with normal methods. However most are not seasoned warriors. A local average Joe town militia would need an advantage. Silver in the case of a werewolf. For example silver could act as a strong anti-coagulant, causing a werewolf to bleed out from even a minor wound. Or a creature with special 'impenetrable' hide's flesh could react chemically with a certain element, causing necrosis. Or it could even just be a simple allergy. Even without magic being involved.
That seems perfectly reasonable to me anyway, and as long as the object comes into contact with the creature it doesn't seem too hard to explain it without magic being around. An adventurer could still brute force their way through a fight. But it still gives incentive to obtain such items if possible. If you and 5 buddies in full armor want to go kill a single werewolf or something in the woods, going through the effort to obtain silver weapons is probably not worth the trouble. However if you were a lone adventurer in leather who can barely hold a sword right, or you replace the werewolf with something akin to a dragon, the extra preparation is prudent, and could very well be the difference between amazing glorious victory and unfortunate chewy defeat. While not being completely necessary for success.