It's a feature of the scriptwriting that they have to make the companions a little blase about a whole bunch of things, otherwise the script for any show featuring someone new entering and travelling in the TARDIS would have to be exactly the same every time.
On the furthest level you would think there would be a companion who went into hysterical fits or catatonic shock when they were exposed to some of these things, but they don't because that wouldn't advance the plot. I think with every companion other than Rose, they have made them very strong, very early on, possibly to resist feminist critiques of weak female companions, possibly because they know it's pretty boring for the viewer if the Dr solves every problem, every time, possibly because it helps the actress settle in to the role, or essential character characteristics to be revealed, if they have them act in a strong way, possibly because cult sci-fi now demands a strong female character in the post Buffy era.
I think this role is a bit of a poison chalice in that she isn't playing just Clara the person, but also Clara the mystery, and so is receiving a double focus as character AND plot point, so there are two grounds for disappointment for everyone watching. I think she was great as the souffle character so am rooting for her to win through, even though I miss the lovely, and allowed to use her Scottish accent, Amy.