I think that Underworld reveals (more clearly) an aspect of paranoia that wasn't discussed really in Gravity's Rainbow. That is, when someone is paranoid, they already know the answer to their fears, and nothing short of an affirmation of such fears will calm their hearts. I think this aspect of paranoia is really well illustrated in the discussion about the census. "'Face the issue,' he said. 'What's the issue?' 'We have a right to know how many of us there are.' 'But you do know.' 'We don't know. Because the number is too dangerous. How threatened do you feel by the real number?'"(336) As you can see, he has already made up his mind about the facts. Nothing will convince him that the census data is accurate because he will simply claim that it has been manipulated.
Again with the cold war themes, this kind of paranoia reflects the fear of Communism we saw during the Cold War. It really reminds me of the kind of illogical interrogations where stating you were not a Communist only entrenched the prosecutors paranoia that you really were and just lying to him. In fact, this kind of reminds me of normal police interrogations where they persistently insist that you are guilty no matter what you say. Its easy to see then how you can get a false confession; they simply won't shut up or believe you until you tell them what they want to hear and already think is the truth.