You are right, there is no master list but Lerend is also right, the info is on Eorzeapedia. The problem is Eorzeapedia is still not user friendly (IMHO) and I end up Google-ing whatever mob I'm fighting, then clicking the Eorzeapedia link and finding out. Some entries show the weakness, most just show the mob's element and you have to look at the chart to find the weakness.

tl:dr Someone/Eorzeapedia should make a one page mob element/elemental weakness chart.