There is precedent, but no standing mandate.
(For the record, I'm going to be referring to the Chronicles of Darkness(2e) core rulebook)
Page 74 lists breaking point modifiers.
"The Storyteller can also impose modifiers based on how heinous the breaking point is, relative to the character's experience."
As such, by ST fiat, previously resisting a specific breaking point with an exceptional success may be worth a dice or two - dramatic failure penalizes by a dice or two - or even dismiss the roll entirely (although, for example, a woman being used to invisible hands throwing a lamp at her that she completely ignores them is not a paragon of sanity)
However, there's a good perspective to keep in mind: there is a base modifier: the higher your Integrity, the easier it is to keep it (in general, the White Wolf style "morality spiral.")
Once a character starts losing their mind, they can be driven to madness (and thus unplayability.)
As such, for some troupes, bonuses for previous encounters may undermine the threat of madness, which may be desirable - having to roll fewer characters or having a long, deep delve into the CoD.
Other troupes may prefer the threat of the looming "integrity event horizon."
The other thing to remember is that the point of character driven RPGs is to give characters a chance to grow and learn. And if Joe gets used to the idea of "Sure, that's guys also a wolf. Yawn." then maybe it's time he hung out with them enough to see them try to kill a corpse literally filled with rats...
So my answer mostly hinges on 2nd Ed's Integrity (because that's the verbiage in the question) but you also tagged 1st Ed (which is Morality, and is similar but distinct.)
As such, to address 1st Ed, I would actually suggest looking into Hunter: the Vigil. Starting on page 322, it talks all about how people who hunt and confront the supernatural are able to attempt to mitigate sanity loss.
One more note about 2nd Ed: I can't find a generic reference offhand (I found one on page 133 of the Demon: the Descent player's guide, Flowers of Hell) but there is a common sidebar:
"My character kills all the time" Which talks of the idea of having a character capable of killing with impunity to their own integrity. Whenever this sidebar pop ups, its content is along the lines of "we recommend against allowing this."