Now he's 10. He sometimes watches programs about World War II or racism, and asks me about them. How would you explain these sensitive topics to a bright but young boy?
For a young gifted child, the "whys" do not always have to be that complicated. Some of the bloodiest battles in history have taken place over property rights. And teaching values is always a parent's right. For example, you could say, "A country's leader hated a certain group of people so much he wanted to wipe them out. He was so powerful he got everyone in his country to follow his plan." You could then go into a little discussion about tolerating other's differences, the importance of helping others, etc. The sensitivity of a gifted child will tune right in to the unfairness of such things as racial inequality and religious persecution.
If TV shows upset him too much, encourage him to turn them off.
Sometimes one of the best ways to handle this is to help the child find a way to contribute meaningfully to solving today's problems. For example, a gifted girl upset at the treatment of animals was permitted to volunteer at the local animal shelter.
There are also many fine children's novels about kids who found themselves in the throes of historical events, which could help your son understand them. Across 5 Aprils (Civil War), Number the Stars (WW2), and so on.
Many gifted kids develop a passion for a specific area of interest, and sometimes parents get concerned unnecessarily. Just because a gifted boy develops an interest in military history does not mean you are raising a future criminal! Usually interests shift -- one year it's military tanks, the next year it's baseball statistics.
You sound like a very caring parent. Good luck.