The way you approach this depends on how your players interact with you as the DM. I've used two methods that seem to work.
If your players are rules-oriented, new to the game, or if you haven't played with them long enough that they trust you to not make things happen "just because," what you're asking is difficult.
A player who focuses more on rules than narrative might feel that you are adding abilities to something that "shouldn't" have them. They might even be aware that abilities like this exist, and be unsure whether this boss has that feature, or if you're just taking away something that they thought they had access to. Similarly, a new player might be blindsided by this. They might have just recently learned that Opportunity Attacks exist, and be (rightfully) annoyed that the rule seems to go away just for "narrative" reasons.
For either of these players, the solution is simple. Tell them that it has this trait. It could break immersion somewhat, but that's worthwhile for the sake of either
- Demonstrating that you also care about playing things by the rules, or
- Showing that what the player has learned has not gone to waste.
If your group doesn't match these types of players, or they've played with you long enough to understand that you're not trying to mess them up, you can go ahead and take the descriptive approach.
If you choose to explain the creature's movements, make sure to explain them in a way that clearly communicates the effect that the movements have. Just describing your monster as moving quickly or evasively doesn't communicate that it avoids Opportunity Attacks.
That's important because you don't really want your players to try attacking it anyway. Doing so doesn't cost them anything (their reaction isn't wasted, they simply can't use it,) but it also doesn't benefit them at all. They end up making a decision that they think will be effective, only to find out that it isn't. It's better to make it clear that that decision isn't an option in the first place, so that they don't need to discuss or consider whether attempting it.
To rephrase, if you're evasive about what the creature gains from this trait, they end up trying to make a tactical decision to combat it. But since there's no downside or upside to making that choice, it's meaningless, and is just a distraction.
I've used phrasing like the following successfully:
The creature strikes, then before you can react, darts back out of your reach. It's moving quickly and strategically, keeping it's guard up.
This phrasing is important because it calls out explicitly what the mechanics of the trait you're describing are: you cannot use your reaction in response to its movement, and it doesn't lower its defenses when it backs off. All this, while ideally keeping immersion by not calling out explicit abilities and rules. Then, if a player asks to attack it anyway, you can break it down for them:
You can't make an opportunity attack against it; that's what I meant when I was describing how it moved.