I guess they can just "reset" to "this is normal". Never mind the dogs, oxen horses etc - apparently, in World War 1, the British Army "employed" ~500,000 cats to protect food stores and kill mice and rats in the trenches, airfields and ships.

Imagine a cat ignoring a 24 hour artillery barrage right next to it and having a nap in a trench dugout.

My current-day cats shit themselves* if I wash the dishes too noisily.

[Edit]

*Figuratively, not literally. They run away frightened and hide.