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Not a precise answer but I once asked a historian considered to be the most prominent scholar associated with the Khmer Rouge regime in Cambodia a very similar question.
His response was more along the lines of ‘it kept me away from my family for extended periods of time’, I didn’t take it to be particularly taxing on his mental health. I would presume (having spent 10 years on the topic myself) that you build up a desensitised nature to the more horrific aspects of these events. Not unlike a doctor treating an awful injury. I used to cry all the way through accounts of living in democratic Kampuchea, now I have a little more emotional distance - even when interviewing people who lived through it.
Naturally there would be a difference between person to person but that’s my direct experience with that question.
I visited Cambodia for a month. I like history and have a terminal degree in Southern history, just to kind of illustrate how much I like history, but I knew nothing of Cambodia. So I read some books during that month and visited the torture museum at the killing fields and it hit me hard.
For the whole month I was super depressed not just for what happened but for America’s role in it. Talking to regular Cambodians about their losses was terribly upsetting to me. While my research was for purely personal reasons I tended to chat up anyone I could who speak English about the war and the Khmer Rouge and their experiences, so it seemed all consuming.
This is after I spent time working at a different torture museum in East Timor, so that didn’t help.
Im currently writing my masters thesis, on the civil war(s) in Syria comparing it with the Yugoslav civil war 1991-95. Since the answer at best is subjective, I can only account for my own sensation.
While reading about some of the horrors in both Syria and Yugoslavia, I get feelings of anger swelling inside me. Reading about the murders of innocent women and children, because armed rebel are in the area, and the townsfolk is suspected for collaboration, its easy to perceive the perpetrators as fucking animals. However transfering these feelings to my paper is to no benefit at all, and when I write these things down, I am very careful in my objectivism. So while I may get emotionally affected by studying a given subject, the reseach itself is not the taxing part. Personally for me, the fun part of the job is researching and learning new things. What I find taxing on my health and well-being, is actually writing this knowledge down.
I'm not a professional historian, but in college I did extensive study of the Holocaust, including finding out what happened to my family during the Holocaust(I'm a Jew). Reading books and diaries, even the most despicable and gut wrenching writings, from survivors or SS officers, that didn't phase me too much, my revulsion was real, but it didn't penetrate too deep. But speaking to survivors, watching testimony from trials, from both victims and perpetrators, that hit me. My friends and SO definitely noted a change in my personality. On one hand, it would fill with a rage unlike anything I've ever felt, a sense of anger coupled with helplessness that made me unspeakably furious. But I still wanted to continue.