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If a child has been taught that life is full of unicorns and fairy princesses who dispense light and magic wherever they go, of course it's going to be a bit shocking to see people plummeting to their deaths. A certain intellectual progression has to happen, and I'd expect an adult sheltered from reality to be easily distraught as well without having been properly taught.

I keep coming back to this. It doesn't make sense to me. I have never hidden the reality of death from my children or taught them to believe that life is a happy unicorn merry-go-round. Regardless, seeing innocent people plummet to their deaths as the result of a heinous, cowardly surprise attack would certainly be more than a bit shocking to them.

I see no way to "properly teach them" not to be shocked by it. I hope not to teach them this, in fact.