My son read psychology and sociology books in his quest to understand what was going on around him. He doesn't even think bullies are totally bad people. He tries to imagine what happened in their lives to cause them to behave the way they do.
Again, I would strongly suggest if you have not already done so that you consider treatment for anxiety for your son and for yourself. It is great he's trying to read about stuff but that's a really big list and he may benefit more from having someone to really give him personal help.
I don't suggest trying to hide big stuff like this from him like critically ill family members or his own disabilities. But, I don't see how that means he needs to sit and watch you shake at the dentist. I would strongly consider finding another place for him to be at these times because it is a real risk factor for increasing his anxiety.
