When my son was five years old, he suddenly became terrified of walking with me the two blocks to his kindergarten. Absolutely terrified.
It took me a bit of careful discussion with him to figure out why.
This was back when CNN was an innovation, as the first 24/7 news channel. It was my habit to listen to it each morning while I got myself and my son ready (I was a single parent during those years).
What I didn't realize is that he was listening to it as well. Of course, news programs had changed a lot since my childhood. When I was his age, a news program was two guys sitting at desks reading from papers in black and white. By the 80s, CNN production was intense music and flashing graphics--not a lot different from children's programming.
So my son was listening to all the woes of the entire world crammed into one hour. But the entire world for him was the two blocks to his kindergarten. He thought all the calamities he heard on the news program were happening in that space.
An adult knows how to interpret the news and rightly determine whether the danger is actually in his own neighborhood or somewhere else, and accurately estimate his own level of risk where he actually is.
Otherwise, he's reacting like a five-year-old.