I don't think it is breaking immersion. When I hit something, I get my sense of how much it hurt by the damage I did.
Plain O damage just seemed…...Like I wasn"t really hitting -anything-. Like I was fighting in a cutscene, if that makes sense.
But -again-, I'm not talking about winning or anything! I fully expected to lose that bout. But seeing that plain O damage just made me cringe.
There was no sense of maybe being able to wound the beast or at least stun it with something, to get away. Just plain 'nope'.
I agree that you shouldn't be able to beat it by simple combat, but it shouldn't be overly obvious that combat won't work, either. Otherwhise, no-one will engage it and get slaughtered, they'll just start running immediatedly, because why bother trying to fight it?
But maybe I'm underestimating how stubborn some folks get. I know my elf will be running from now on, and perhaps that was the intention.
Edit: To be clear : I'm not saying that a simple fight -should- be able to defeat this thing, nor any other DM-spawned monsters. You are absolutely right that mere combat shouldn't be able to kill them off.
I am saying, however, that it seems, to me, that it feels more natural if it such a creature has ingame resistances to damage and/or spells, instead of outright DM immunity to all things, to give the illusion of a possibility at being able to win.
My two cents on the matter. Which I've now uttered, so that'll be my last post surrounding this, most likely.