Closer threats inspire a more primitive kind of fear

Your brain handles a perceived threat differently depending on how close it is to you. If it's far away, you engage more problem-solving areas of the brain. But up close, your animal instincts jump into action and there isn't as much reasoning. And that is probably what makes it harder to extinguish the fear of a close-up threat and more likely that you'll have some long-term stress from the experience.