... The come from different universes. Magic functions differently in different universes. It's not some homogeneous force across all of them. It's like how people have different blood-types, they can't use blood from a person with a different blood type but nothing stops them from interacting with it.

I'd assume no-one will decide their character explodes when they touch magic from another universe.

Nothing like this is ever an issue in any crossover RP I've ever seen, it won't be an issue in this one.