This 1000 times.
I remember when I was 5 or 6 years old my parents watching The Exorcist. Now, I never really had any introduction to religion, ever in my life aside from hearing people talk about it. That movie scared the shit out of me, to the point where I sent myself to bed to not watch it. That wasn't nearly enough though since my bedroom was in close proximity to the living room and my parents had the volume loud enough to hear pretty much everything. Needless to say I couldn't sleep for multiple weeks.
I think everyone has an age where they can start handling certain things. It's not the same for everyone, but from my own experience I would say that even children would know that they are not comfortable watching something and try to remove themselves from the situation, of course when I told my parents it bothered me back then they just laughed at me.