We've addressed this a couple times (most notably when my youngest were three, and the World Trade Center and the Pentagon were attacked).
One of the things that I've pointed out from time to time, because we have a strong family tradition of public service, is that part of being smarter than the average bear means that potentially these children have more power to make positive change as adults. To use one's powers for good and not evil, as it were. That sense of "I can help fix things" is occasionally a weighty responsibility, but far more often a feeling that empowers and reassures, IME.