Yes, although you may be more empathetic than I.
(I don't have universal empathy for homeless people, each and every one, for example, and I am probably fairly selfish when it comes to being restrictive in who I reach out to and help - but I also don't think there's anything wrong with that, so....*shrug*)
I don't have blanket/kneejerk empathy for each and every person in pain. I might on some level feel bad for them that they're hurting, but I don't really FEEL it. I think too all of it is so nuanced for me that rather than take a persons' emotional state at face value, I prefer knowing the series of events/accumulation of choices that led to the resulting state, and my true internal response will be more tied to that - i.e. I very well may not feel bad for them once I find out the essence of their character/nature or their own role in where they are at.
But when talking about more universal 'pain' at a cultural/national level - genocides, violence towards others, starvation due to an overpopulated/unsustainable environment, etc etc... yeah, that's awful, and I count my blessings with my current life. [I also don't take my own state for granted and won't be surprised (and actually expect) if some day X years in the future my own life is in a much more reduced state, whether by national/world shifts or whatnot, or an accident, health issues, whatever] But I don't dwell on it. I focus my energies on the immediate sphere around me, where I might be able to directly influence things/people. And, I guess too I take Pain as a 'given' that will never go away - it's part of existence. (whether due to us being biological beings, or external things outside our control, or the nature and ebb and flow of the human race and its inclinations at a macro scale)