Felicity lives in a very black-and-white world. She grew up watching spy flicks where there was good guys and bad guys and pretty much nothing in-between. This has transitioned into her real life, wherein she can't really comprehend one of the good guys actually dying. You have to imagine that, despite becoming a secret agent shortly after high school, she never ONCE considered the fact that she could die. It just wasn't a possibility in her mind. In Felicity-World, she always comes out on top (in more ways than one).
Martina, on the other hand, is clearly ready for people to die on a moment's notice, judging by her relatively non-plussed performance this week.