I have once heard a story about a couple who had three children and the father was slightly inclined to listen to his male friends regarding how to run a family. Unfortunately, these male friends were bad influences, and so the father made bad decisions based on the thoughts of his friends, but not about how his wife or children feel. Soon, their family split apart because the father lacked the proper moral anchors that protected him from such individuals.
You do not base moral anchors on religion, but it is something you learn from experience. Teaching Joey about struggles and many things that help them have experience is the key for them to appreciate the universal human morality we all share unbound by religion or any societal perception of kindness.
Joey is old enough to understand logic, so I had him decide whether to give a coin to an old beggar or not. He gave the man the coin because his teacher told him to. I told him that if he is giving the coin, it must be because he himself understands how to lose something. He said that he has not lost anything yet, but I told him he lacks the experience of losing something at all.
Your children will normally be afraid, but the way they felt, including all the depression they feel, upon experiencing something unpleasant will drive them to become better people, shielding away others from their past experience, or become as unpleasant as their experience as well.