I would love to think both would be scared but I don't think Kaveh or Haitham would be scared watching horror films or reading a novel. Sumeru is full of strange things, even stranger things out there in the desert if one might go there, and in the Akasha, likelihood of coming across horrific material might be quite easy for researchers. Akasha allocates information to those who need to know, on a needs-basis, I'm sure with Kaveh and Haitham's clearances, they'd probably seen a lot. That said, that said, I wouldn't mind a cute AU where Kaveh asks Haitham to watch a horror show with him, HOPING that Haitham would be scared and cling onto him, but instead it's Kaveh who ends up crying into Haitham's chest that the zombie are too scary, and Haitham patting Kaveh's back, while he comments how fake the zombies look.