Setting is based heavily on the works of HP Lovecraft, set in a world where mankind has to contend with extradimensional monsters known as Horrors.
The Horrors vary in ability and physiology, but a common thread is that their bodies are often distributed across multiple planes of existence.
Using physical attack work at best if you get a lucky hit or are an annoyance most of the time.
You cut off a limb with a sword, but the monster has hundreds of others others folded away in other dimensions that can take the lost limb's place.
You unload a magazine at a thing made of tentacles and gelatinous fog, only for the creature to decide to shift its mass away from your plane and shambles towards you uncaring.
You try to hide in a bunker from a hungry Horror, unaware that the creature can enter your room in spatial directions that you yourself have no way of knowing.
However the exception always seems to be electromagnetic in nature. Where a gun fails to hurt, a cattle prod can outright kill a smaller horror or cause larger horrors to be banished from our 3d plane.
Powerful electromagnetic fields seem to also disturb their ability to manifest. Similarly creatures that can walk through walls like ghosts, are wounded if passing through an electrified fence.
Is there a plausible enough explanation for why the Horrors would be vulnerable to this phenomena whereas bullets and even artillery barely bother?