Personally I'd think that it's not as much sights that would drive a person insane as the comprehension of what they see. Fear is a likely thing to cause insanity like that, probably, but I'd think that empathy could also faciliatate insanity like that, if one witnessed another person (or an animal, even) endure something horrible.
So a psychopath, who is incapable of empathy and has a high tolerance for stress, I'd actually imagine they're less prone to being driven insane by witnessing an event alone.