Most of you might note - there is no Horror Factor for monster that causes players to freeze, or a sanity attribute that reduces a character to a gibbering mass. They may chose to go over the edge a bit by spending lucidity, and if they decide to use most of their deadening then task rolls will suffer. In the end, reactions are based on role playing, not a fright rule.
One of the cardinal sins of game design is removing control from the player. First and foremost, the point of a game is to play - not sit back and watch as it runs itself. Secondly, such lost points seem to almost invariably serve to annoy with uncharacteristic actions. How many video games have an otherwise competent hero do something really stupid when not under player guidance? Or get cold-cocked by an attack the player could have seen and dodged with a single button press? Or perhaps its in the other direction - the avatar pulling off stunts otherwise impossible, taunting the gamer with possibilities unrecognized.
Of course, a role player is somewhat more vested in their character than a generic video game protagonist. Thus taking away that control seems all the worse. Yes, a demon might be terrifying, fighting a Lambda advanced reanimate near suicide, but shouldn't a character with armor, experience, and the confidence borne from multiple weapons be mostly immune to shocks?
This is also part of why the main setting is the Anarchy Zones. Its a world that has adapted and become somewhat inured to the reanimates.