In Moshe's warning to Pharaoh (in Hashem's name) of the fourth plague, arov, he adds (Ex. 8:18-19):
וְהִפְלֵיתִי בַיּוֹם הַהוּא אֶת-אֶרֶץ גֹּשֶׁן אֲשֶׁר עַמִּי עֹמֵד עָלֶיהָ לְבִלְתִּי הֱיוֹת-שָׁם עָרֹב... וְשַׂמְתִּי פְדֻת בֵּין עַמִּי וּבֵין עַמֶּךָ
"I will distinguish at that time the land of Goshen, where My people are located, that there shall not be arov there... I will make a separation between My people and yours."
Similar statements are made concerning the plagues of pestilence (9:4) and the death of the firstborn (11:7). About the hail and the darkness, Moshe doesn't say anything to this effect, but the narrative records that the Jews weren't affected (9:26, 10:23). Nothing is said explicitly regarding any of the other plagues.
Why is this? According to the Midrash (Shemos Rabbah 9:10) that, for example, the plague of blood didn't affect the Jews either, why is this "distinction" spelled out only beginning with arov? Conversely, are there any sources that suggest that some of the plagues indeed did affect the Jews, and that they were exempted only from the ones where it's specified otherwise?