Magnesium is important, many people are deficient, supplementation is cheap and supplementation is very unlikely to cause harm (as long as you keep it to max 300 mg of elemental Mg (e.g. 2g of magnesium citrate) a day). Like with vitamin D, you should have very good reasons not to chose to take a magnesium supplement.
Is magnesium dissolved in water bioavailable? There are some sparkling mineral waters with Mg ions and it would be nice to be able to just sip on those
I’m not sure. I know the bioavailability of magnesium citrate is much better than that of magnesium oxide, due to the bad solubility in water of the latter (and supplements with magnesium oxide are thus next to useless). That suggests Mg ions already present should be readily absorbed.
https://www.ncbi.nlm.nih.gov/m/pubmed/17172005/
It's also protective against hypercalcemia, so if you're taking vitamin D, make sure you're getting enough magnesium.
I've even read that magnesium alone can mitigate the symptoms of vitamin D deficiency.