Remember that this swings both ways.
Not only are some enemies immune to some elemental damages (e.g. hitting a Fire Elemental with FireTooth will only let the physical damage through),
Some enemies are immune to the primary (physical damage) and only let the elemental damage through. This makes elemental damage extremely powerful and is one of the main reasons why the FoA is such a kickass weapon.
Stoneskins e.g. only absorb the physical damage, so as long as your weapon does elemental dmg too mages are still unprotected