I've noticed myself showing a lack of empathy when horrible things happen to people who aren't close to me. This is especially the case with photos of war or famine. I really feel like I should have a visceral reaction, but I've just seen it all before.
As I said, I also sometimes see these images in my head. I don't want to have anything to do with them, but now they're impossible to get rid of.
I would be careful not to confuse having a reaction with having empathy. If nothing you do can stop that war or famine, then an emotional reaction serves no one. Is it healthier? That's subjective.