No, but you see, while ignoring things can be a conscious decision, you're implying that people who are naturally inclined to be unaffected by fictional material are somehow mentally superior to people who are disinclined to the same.
That's simply not true. Seeing a man get beaten to death in recorded film won't affect some people, but will drastically affect others. In no way are people unaffected in any way more logical than the latter, they are just more down to earth, which has it's advantages, but isn't necessarily better.
In a perfect world, Naivety would be a positive trait to have with no disadvantages. In a world completely plunged into the depths of hell, it would be a negative trait with no redeeming factor. In the world we live in, I can only say that the best solution would be a balance between the two, not an on/off switch for your emotions and mental process', because no matter how efficient the human brain is, it simply does not work that way.
We are not robots, we are biological creatures of perception. Discerning that something is fantasy does not completely disregard it from your mind, no matter how hard you try, which is why phobias and illogical fears exist.
You might know that clowns aren't trying to get you, but that doesn't help the fact that you once had a traumatizing experience that your brain will fall back to each time you see one.