Fire arrows aren't much better.Fire arrows don't do damage. But they fill up the fire meter in an enemy, once that's full it does damage. So you can mix up fire arrows and fire bombs or trip wires for example to do fire damage.
I don't believe there's a such thing as playing a game the wrong way.
What you should do it scan the enemies, see their weak spots and weakness. Throwing arrows at random isn't a smart tactic. Look at weak spots, try to tear down the armour around them, or tear down the weekspots. They do more damage. Plus, use all your weapons, don't stick with just the bow and arrow.