They're exposed to SO much more, and it's so real they have to numb themselves down a bit to cope. My kids are in their early twenties and they are well aware that power and money rules the world, and all our fates are in the hands of crazies. We had Ohio State and Civil Rights and Vietnam and the Cold War and bomb shelters -- They grew up with 9/11 and Boston bombings. They were in the NY area at the time and they were in Boston at the time, and people they knew (or friends/relatives of people they know) were killed or injured. No they don't have any delusions about being "safe". They are fatalistic in their attitudes.
WE WERE TAUGHT "DUCK AND COVER" WOULD SAVE OUR ASSES WHEN THE BOMB FELL. What a joke that was on all of us! In our day the news was glossy and until they started to in the Vietnam era, they didn't show footage that's as raw as kids see on the Internet today.