Empathy is exactly the wrong emotion to have here. Empathy doesn't work at scale, just makes you pity people that are like you more than people unlike you. Regardless of objective relative hardship.
Do soldiers have to be psychopaths to kill their enemy in a war? It's only a moral dilemma until you've made your choice. Fundamentally, the world is still kill or be killed. It's just hidden behind many layers of abstractions.