I’m not so sure “concept” is the correct word. Perhaps “prospect” is a little more accurate? Adrenaline kicks in when impending danger looms. I also think that when people find themselves in a situation where death seems inevitable, there is a tendency to choose a course of action that will give them the most control over a situation.
“Concept” of death is a little more abstract. I think when people are faced with the concept death, they tend to go to church, as a way of gaining understanding of the afterlife, and the whys of dying.