It's not usually reported in the news at all either. One of those taboo subjects I guess.
There's more to it than that, I think. AFAIK the concern is that dramatic news coverage might encourage imitation. See also Pizzicato's very enlightening post about the desire to get attention.
My mother recently had a similar experience to what happened to Panzer, only she basically witnessed it from the platform while waiting for her train. IIRC she didn't see much more than that the person was there one moment and gone an instant later, thankfully, but needless to say it left her quite shaken anyway.