Why, though? In ADOM water is different from ice. It's a different element. Your mummy wrapping doesn't protect you against water breaths either. If something needs to be done, then I think they should gain resistance to fire, since being watery they would naturally resist flames.

Water breath is considered as kinetic attack, not elemental one.

Resistance to fire makes no sense - fire creatures in ADOM are vulnerable to cold attacks, and other water creatures in water temple are vulnerable to fire attacks.

(Of course water is an element. There's a Chaos Orb of Elemental Water, there are water elementals ... seems obvious!)

Grue =/= elemental, naturally. So one can be vulnerable while the other isn't without it being any sort of contradiction. Grues are predatorous creatures partially elemental that lurk in the shadows, and I presume a water grue blasted with fire gets "dried out", whereas there is much, much more water in a water elemental than in a grue. Plus, if their description is to be believed, their inner temperature fluctuates anyway; presumably they can self-regulate to some degree. A water elemental blasted with fire just becomes more parts steam.

What "other" water creatures by the way? At least half of the water creatures in the water temple right now are not vulnerable to fire (bigass snake and elementals) and the grues are, and perhaps the water snakes, if you were to make the argument that they count in the first place, being so weak to begin with. I suspect as far as vulnerability to fire goes the current situation is exactly as Thomas designed it to be.

By the way, I'm looking at the text, and there is precisely nothing in the test of the Snake from Beyond that suggests it should be vulnerable to fire. I'm mystified where you're seeing that.