The answer is of course right there, by putting them in a "safe place" you've removed every adversary and every challenge - right when the mind needs those things the most so it can form abilities necessary to deal with and move forward in life (a life that will throw all kinds of issues, disasters, and curve balls at you).
Its kind of like the peanut allergy study that was posted here a day or two ago... The infants and children that don't get exposed to peanuts at an early age - so their systems can get familiar and use to it, are most likely to end up in the highly allergic group. [this is just an analogy]
edit:
This isn't about movies (that word is not mentioned in my post). Some of the replies so far are red-herrings (http://en.wikipedia.org/wiki/Red_herring).
I'm not suggesting that children should be constantly exposed (or made to watch) graphic and horror movies to prepare them for life.
And I'm sure there are cases of children who just can't handle these things at the age of 10-15... Though most will be fine - and won't need therapy, will not have their lives ruined, nor will their well-beings be negatively impacted.
I am also not suggesting that they should have no supervision.
What I am suggesting is that there are too many over-protective and helicopter parents who are making "special children" that can only live and function inside bubbles.
And if the child get's broken by watching "Aliens" at the age of 11, then the problem is with the parenting - rather than the friend's dad who let them watch it.
In which case, please, attach a note to the child with all the rather available things that he/she should not be exposed to or is allergic to (like peanut butter).
We live in a society where a child would have to sit on a park bench for 700,000 years before he/she would get kidnapped, but if you leave him/her in a car to pay the gas station clerk, someone can take a picture of that child being untended and send it to the police, which will then charge you with a misdemeanor.