Hi, cat eyes! Welcome to the Downs! [img]smilies/smile.gif[/img]
The wraiths may have left Weatherto because they senced a weapon really deadly for them. And anywhay they believed they could wait for Frodo to subdue to the wound and the power of the Ring.
As for their 'fear' of water and fire, I think that's because these are two of the basic elements of the world. I don't believe that fire and water could really scare the wraiths, but probably made them very uncomfortable, as the wraiths did not belong to this world any more. So the wraiths probably avoided water or fire whenever they could, but were quite able to endure them when their task demanded it. It's like a man who cannot swim won't wonder into a river unless to save someone's or his own life.