The scene in "Murder, a Self Portrait", when they find Louise dead on the beach, the other two ladies, Vanessa and Julie run up to Max Barsini and comfort him. I could tell that Columbo was easily embarrassed by their reaction and the way they showed the attention to Max.
This is another very understandable one, so you'd hardly even call it a phobia.
In spite of all the murder victims he's seen, there are some kinds of wound that still get to him. Oddly enough, that includes a wound on a LIVE person, Paul Galesko.