Unexplainable is a word
It is, but not the right word in this case. Irrational fear is probably the best word to use, but inexplicable is next best. If the fear was unexplanable (i.e. has an explanation but we just don’t know it), it wouldn’t take therapy to get past it. If it is irrational, it has no explanation (except that portions of the human mind are irrational), hence it is inexplicable.