For me it was always things I had zero control over (indirect fire, usually at night, usually single rounds, although terrifyingly close and walking-onto-me a couple times), which scared me when I thought it was effective and totally didn't bother me when I thought it was ineffective.
Except a few other times, where my remembered terror was highest in the incidents where I'd had no real response or control, and really just remember the action in cases where I did have some level of responsibility/control. But that might be a failure of memory.