Halliday & Matthiessen (2014: 549):
However, it is possible for an idea to be associated with a mental process while not being projected by it, as in they rejoiced that their team had won. When one clause projects another, the two always form a clause nexus; but here, where that their team had won comes readymade as a projection, rather than being turned into one by the process of rejoicing, the idea is embedded as Phenomenon and the whole forms a single clause. This happens particularly when a proposition is an object of emotion: when the fact that ... is a source of pleasure, displeasure, fear, surprise, amusement, interest or some other emotion.