With the US presidential candidates, and possibly US high grade politicians generally, there may be more expectation of risk - that Jo Cox was an activist backbencher doing local constituency work I think makes it almost more shocking, because it's much closer to home for all political activists in the broadly left/liberal spectrum. Indeed I think it hit me so badly because she was not so dissimilar to myself - someone with very similar political concerns who went to the same college as me and was murdered for it. Which I guess is the aim, to prevent people with our sorts of views wanting to speak out.
I think for either Sanders or Trump my base reaction would be "oh crikey, what now" whereas losing Jo Cox also has a strong and very different undertone of "this person actually was quite similar to me, saying similar things to me; is this a position I could end up in one day". I guess there is also the partisan element where when you lose someone from a movement there's more impetus to take up the fight where they can't any more and achieve the things they didn't get the chance to - that's obviously not something I'd feel for a right winger, though I'd still be horrified that they'd died and want to see the killer face justice (and I would want to look carefully at whether the political situation made a difference, if someone had been shouting "kill the bourgeoisie" a lot then that might be a good time to look at whether there were violence issues on the far left say).