Even if there was an initial difference, it seems unlikely that sheltering him would do anything other than exacerbate his comparative inability to deal with such material. While this is obviously just anecdote and open to interpretation, I have noticed that instances of various form of mental trauma due to inevitable predicaments of day-to-day life (e.g. non-lethal car crashes) are very common among my American acquaintances, but practically unheard of among the European ones (who, for a variety of reasons, tend to be brought up in a much more hands-off manner as far as media consumption is concerned).
If a child is afraid of swimming, most teachers would find it reasonable to keep pushing and gradually acclimatise them to the notion rather than give up and say they are just not cut out for it; why would whatever reasoning that underlies this not apply in the case of "disturbing content"?