A character can have a Sanity skill, which defaults at INT + POW + CHA.
Two characters, a military combat veteran and a gypsy burglar, encounter a barbarian who has just hacked a guy in half.
The combat veteran is probably not happy, but he's also desensitized to the sight of a dead person, so he has no game mechanics effect. The gypsy burglar, however, has not been hardened for this kind of thing, so she has to make a Sanity roll to avoid losing a Combat Action.
(Purists could use Persistence instead...)
This might be better than what did happen when a gypsy burglar left a bar to find a barbarian with a sword standing over a guy who'd just been hacked apart. Realizing that if she pulled her gun out, the barbarian would get an Attack of Opportunity (yes, we were playing D&D), she decided to use her Improved Unarmed Attack feat to hit the barbarian.
(That might not have been the best idea.)
A die roll may drive home the point that, okay, you have just seen a guy cut in half with a greatsword. This affects you.
I could also have had the barbarian roll a sanity check when the military veteran comes out with an automatic "broomhandle" Mauser and shoots everybody in the street. The players running the archaic characters were like "guns, automatic weapons, a normal Wednesday night."