[@GreenGoat]

An excellent question!  The short answer is we'll find out within the story of the RP - the longer answer is that it's to do with the nature of the creatures as well as the nature of the abilities and powers these avatars possess.  

Ranged weapons like bows/crossbows/thrown spears etc can kill the creatures but they are resistant to such attacks.  Again, the reasoning behind this is wound up within the plot plan I have but handheld weapons are more effective.