Paranoia is a healthy state of mind for mercenaries. Perhaps your players don't go around killing things and people for money, but most of the characters I've seen need to keep their wits about them.
Now, as a counter to this particular situation, say to your group : Scrolls of Detect Magic are 12 gold. Buy up a bunch, or just take the Explosive Runes damage, you sissies. Get a stone table or something for your letter-reading. Or maybe a telescope for reading letters across the room.

Now, REAL phobias are more fun. Afraid of your reflection in a city of brass and silver? Fun. Afraid that you're being subtly controlled by a far-away wizard of unimaginable power? Fun. Afraid of your real identity being discovered by the rest of the group? Fun Fun FUn.