Enemies with no weaknesses are not cool Larian (except for Madara) ... they are only frustrating.
I am sympathetic to your argument in general, but I found the "Grym, Eternal Protector of the Forge" fight to be enhanced by its complete and utter lack of weaknesses. I don't like how DnD can almost default into a core gameplay loop of just lowering HP with whatever moves you have. Enemies without weaknesses can be fun by forcing you to get creative outside of how you do other fights, as long as they incorporate some other mechanic that gives you a fighting chance.
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He's extremely vulnerable to any Bludgeoning damage as long as he's been heated by lava in the past two turns.
And very easy to kite around with with the way he's always aggroing the last hitter.
These are textbook cases of vulnerabilities to exploit. Also, if you manage to drag him on the center of the platform he's pretty much done.
I was more talking about weaknesses listed in the game by way of examination, not that there isn't a vulnerability. Also, bludgeoning is only one kind of damage, and without metagaming, you only learn it works by finding those Drow explorers. I liked that you couldn't just throw magic and random physical attacks at Grym; you had to modify your strategy fundamentally relative to all the other boss fights. It's cool that in order to make it vulnerable, you have to have it off a platform with the lava on, and in order to defeat it easily, you have to lure it to a specific place after you lured it off a platform to get superheated. That's way better than just wailing on it with spells and attacks (as long as these kind of fights are not the norm, but given to break up the monotony of DnD combat).