The Queen's Wrath missions have an Elemental Burn skull active.
You can identify the skulls active by hitting your touchpad (or whatever button it is on non ps4 systems).
They show up at the bottom left of the screen, any skull with the star, swirl, or flame is the Arc, Void, or Solar skull.
These skulls massively amplify damage from one specific element for both you and enemies. This is why you're exploding to Fallen on the first mission in the game, there's an Arc Burn skull active. Thankfully you can explode them right back with an Arc weapon.
If you don't know what element an enemy has, when you die to them, watch the upper right of the screen, it shows the element they were using. Fallen are mostly arc but the shrapnel launcher deals solar, etc.
Using the burn skulls is the fastest and easiest way to clear all of the wrath missions and the Nightfall strike.
This is also why you want to be storing away a special and heavy weapon of every element.
On top of the burn skulls, each race gains an extra shield on Epic difficulty. Fallen Shanks gain a Solar shield, Hive Knights get Arc, Vex Harpies get Arc, and Cabal Psions get Void.
You deal half damage to shields on Epic difficulty if you hit them with the wrong element, but a burn skull renders this penalty largely irrelevant.
If there is no burn skull active and you're on Epic, you need weapons of the proper elements to fight the races you're facing in any given mission, otherwise it's way more difficult than it needs to be.