Actually, it is pointed quite clearly that swords that hit the Nazgul break. Eowyn was only able to kill the Witch King because Merry's magical blade had cut off his spells.
You're stating a piece of fanon as if it were fact here. The debate as to whether Merry's blade was
actually required or not has been had a thousand times over the years and will likely continue, with both sides having their own preferred snippets of Tolkien's writing to support it.
It's also not stated that swords that hit the
Nazgul break. It's very specifically limited to the
Witch King.
"Look!" he cried; and stooping he lifted from the ground a black cloak that had lain hidden by the darkness. A foot above the lower hem there was a slash. "This was the stroke of Frodo's sword," he said. "The only hurt it did to his enemy, I fear: for it is unharmed, but all blades perish that pierce that dreadful King. More deadly to him was the name of Elbereth."
Reason why fire and water harm them is, well:
1) they don't actually harm them
2) ringwraiths need cloaks to interact with the living
That being said, they do dislike both, likely because both fire and water represent cleansing.
If you're going to go back to the books I'll note you've utterly hosed the Nazgul, they're quite weak there. To Quote Tolkien Himself in letter 210, where he was complaining about a movie script that made them too strong:
[The Black Riders'] peril is almost entirely due to the unreasoning fear which they inspire (like ghosts). They have no great physical power against the fearless; but what they have, and the fear that they inspire, is enormously increased in darkness. The Witch-king, their leader, is more powerful in all ways than the others; but he must not yet be raised to the stature of Vol. III. There, put in command by Sauron, he is given an added demonic force. But even in the Battle of the Pelennor, the darkness had only just broken.
The notion that they dislike fire due to cleansing is, again, fanon you're putting forward as fact. Heck, the Nazgul use fire themselves, not a likely action if they dislike it for its symbolic cleansing so much. It appears much more likely from the texts that they dislike fire because it makes the area around them brighter and their power is enormously increased in darkness.
"Old fool!" he said. "Old fool! This is my hour. Do you not know Death when you see it? Die now and curse in vain!" And with that he lifted high his sword and flames ran down the blade.
The idea that Nazgul fear water because of cleansing is not only false, it betrays a sad lack of actual Tolkien Knowledge.
"Now to water had that Ainu whom the Elves call Ulmo turned his thought, and of all most deeply was he instructed by Ilúvatar in music. ... Ulmo answered [Eru Ilúvatar]: 'Truly, Water is become now fairer than my heart imagined ...".
"... he governs the flowing of all waters, and the ebbing, the courses of all rivers and the replenishment of springs ... In the deep places he gives thought to music great and terrible; and the echo of that music runs through all the veins of the world in sorrow and in joy. ... thus it was by the power of Ulmo that even under the darkness of Melkor life coursed still through many secret lodes, and the Earth did not die ...".
"... at no time ever did Morgoth essay to build ships or to make war by sea. Water all his servants shunned, and to the sea none would willingly go nigh, save in dire need."
They feared water because
Ulmo was governing the water, and Ulmo was the third most powerful Valar and also the friendliest to the mortal races of Middle Earth. Even Morgoth himself never dared build a ship or try to cross water because Ulmo would ruin his shit if he tried. No servant of Morgoth wanted to cross water for fear of Ulmo. It had jack to do with "cleansing."
Of course, that's mostly moot because the Hulk isn't going to use fire, water, or swords, he's going to grab the Nazgul and fold them up like origami with his bare hands. Their ability to cause fear isn't going to scare him, his rage is more likely to damage them back. That the Nazgul have some physical form and feel pain is apparent from numerous texts, they wouldn't have sinews that could be cut, as happens in-story, nor would being hit slow them down if they felt no pain. They might survive to reform but that won't actually do them any good at the moment, it just means Hulk is going to smash them again later if they don't find a hole to crawl into.