Yes, but not in the way people would think. I think that, more than anything else, playing games with graphic content allows people to build a kind of awareness that they are playing a game, or dealing with media. I guess, somewhat like we're entering a different mode when playing games or watching TV. We reach a point where we've seen most of this stuff in the media world and there's enough of a disconnect that we know whatever is in the media world and it _stays_ in the media world when we shut things off.
Jump scares aside, the only game that gets to me anymore is Fatal Frame, which I refuse to touch. Silent Hill, Eternal Darkness, not so much.
I hear a noise in my home when I should be alone, start to suspect I'm being followed (Same car following me for a while, especially down rural roads... seriously, I know it's TV, but how do they excuse those tailing someone scenes on TV when there are only two cars on a deserted road for 2 hours and the guy never clues in?) or see someone get hurt? The reaction never changes.