Yeah if it is just the wallet exploding, it would be more of a nuisance than a danger. Who is carrying their hardware wallet on their person all the time? 

Keep your keys separate and restore to another device.  

 Good observation. 

 Explosives are not the only way of interfering with the supply chain although I recognize that coinkite goes to great pains to identify and prevent any sort of shenanigans.

The example I was thinking of was a gov demanding that a large hardware wallet provider ship through them. Which is, I presume, what happened with the pagers. 

 Fair point but they have sort of figured that one out too as they send it to you direct and put it in a sealed bag with a code on it which matches the device. I am sure the spooks can tamper with it and could do a good job of obfuscating the fact they have done it to you specifically especially if you are on a list somewhere but how many coldcards do they send out a week? It's sort of getting into the realm of the improbable  

 I hope you're right. I think it's still a good idea to not assume that and think about other possible weaknesses.