I checked UESP, but couldn't find a direct answer to this. I'm hoping that someone here will know.

It had always been my understanding that when you fire a projectile, say an arrow, it's the arrow type that determines whether it will affect a Daedra or not. I do know that if you fire an iron or steel arrow off of an enchanted bow, it will still affect a Daedra who would normally be immune to it.

However, earlier tonight, I was raiding the citadels inside Red Mountain and was running low on silver arrows. I found some iron ones and started using those against non-daedra, but forgot about it when I came up against a Daedroth. I shot one of the iron arrows off my unenchanted Daedric long bow and actually damaged it.

I have no mods that should cause this, and was just curious if anyone knew why it might be? It will save me some money on arrows in the future if I only need the cheapest ones and a decent quality bow.

It's not just the arrow, the bow counts too. A Daedric (or bound) bow will damage a Daedra even with an iron arrow as will a steel bow with a silver arrow.

probably one of the few things in the game that doesnt make much sense

I'd say there are more than a few...but hey, we've all learned to live with them.

Thanks for the answers. I figured it was probably due to the bow being Daedric, but found it curious. Iron arrows will suffice from here on out.