Character Reaction Believability

Something on the light side for the blog today. Don't worry, I haven't forgot about God.

Fictitious characters in novels and movies run across creatures and situations that would cause ordinary people to wet their pants. Characters maintain enough composure to battle zombies, capture fairies, speak to ghosts, and kiss mermaids and it's typically believable.

The kids and I are currently watching Hellboy. When Agent Myers meets Hellboy for the first time, he doesn't run screaming from the room. He doesn't become petrified by fear. He greets him as politely as he's able.

Harry Potter and Hermoine run across ghosts for the first time at Hogwarts and don't turn white and flee the Great Hall and they grew up in the ordinary world like the rest of us.

In Labyrinth, Jereth, the goblin king, stands before a brave Sarah who juts out her chin and sasses him. She calmly walks into the maze and asks a worm for advice.

Alice falls unnaturally slow down the deepest rabbit hole ever burrowed lined with bookcases and wonders calmly where she'll end up.

So in my budding YA urban fantasy novel, why is it so hard for a couple of my critiquers to believe that a young woman doesn't absolutely freak out when the guy who stalked her and made a lame attempt to kidnap her buys her a sandwich? Is she under reacting? You betcha, if we were talking about a real person. She's going to face a lot weirder things before this novel's through. If she became hysterical every time something frightening happens, we won't have much of a story.

Maybe my problem is, I haven't billed it as a fairytale.

Any idea from fellow writers, readers, or avid movie watchers?