here. We might retort that, in that case, they are not brave. However, they have learned to be fearless in battle whereas many moderns, usually unafraid in the dark, would freeze or panic on a battlefield. As my Northern Irish aunt-in-law used to say, "It's the way you've used yourself," i.e., it is a matter of what you are used to.
But there is another factor here. Poul and Karen Anderson's The King Of Ys combines historical fiction with historical fantasy. In the latter genre, the text assumes the existence of supernatural entities, in this case of the Gods That had ruled Ys and of the siren which is what Princess Dahut becomes after her death by drowning.
As CS Lewis observed, we all know what fear of a ghost feels like even if we no longer believe in ghosts. In the presence of a man-eating tiger, we fear physical harm whereas in the presence, whether real or imagined, of a ghost, we dread its mere presence and proximity. Now imagine living in a world where Gods and ghosts are known to exist.
Lewis went further. He argued from our distaste for corpses and our dread of ghosts that the separation of body and soul is uncanny because we were meant to be immortal but lost immortality in the Fall! Further, because of my upbringing, I accepted this is an impeccably logical argument. Life has been a learning experience.