I still remember Simba's dad falling and being trampled to death by gnus, when I was 5.
I don't think that traumatised me or my friends. It can be good for kids to see sad things happening in movies, so they know it's not weird if something sad happens to them.
A quick, clean decapitation of a bad guy is hardly going to set a permanent mark. Nobody cared when Scar also died at the end of said movie.