Many people have wood blinds and I havent heard of this being an issue. I know if you leave your blinds down and closed more condensation will form. I leave mine lifted about 2 inches off the bottom frame to let some air circulate.
I had this problem all winter and my wood blinds are fine. I havent heard of people having this problem due to only the moisture on the window. If you do however leave a window open and it rains they will get a bit of damage on them(From experience). Even then they didnt warp but the paint got a bit of water damage.