I'm not asking for realism. I'm asking for things like a difference between how a magic missile is causing injury, but a firebolt does not.
It's really up to the DM to narrate in a way that communicates effectively with his players. I don't mean that in the sense of "this is how it should be," just, that's exactly what 5e says: "
Dungeon Masters describe hit point loss in different ways. " That's it. You have complete freedom to describe things in a way that makes sense to you and your players, given the "fictional positioning" (pemerton! Campbell!
get outta my head!), situation, and interaction of the various applicably systems & sub-systems.
So, if a magic missile is causing injury (to a creature what's showing signs of injury at that point) and the firebolt not, you'd describe them doing something - maybe punching holes in it, maybe scuffing it's carapace, whatever - while the flames wash off it without effect.
If it's /not/ showing physical signs of injury yet, it could still react differently: If it's a tiny/annoying creature, for instance, like a stirge or a gnome paladin, that happens to be immune to fire but not magic missile (because, IDK, it's a magma stirge or a Paladin of Kakatal), you could narrate it reacting to the latter (faltering in it's flight, deflecting them with a sacred sign), but not the former (again, just washes off, it's not even trying to dodge).
You could also get into things like an intelligent foe (so /not/ a magma stirge or a gnome paladin of Kakatal), trying to fool you by faking a wince of concern when subjected to something it resists, while betraying no such fear when taking attacks more dangerous to it. Deceit. Insight. Maybe even a use for a BM ribbon here or there.