I don't think they have a normal response of shame when they do something we would consider immoral. They deflect, deceive, and blame others. From their leaders' public statements you could argue that they are self-aware of their hateful, gruesome nature, but do everything they can to fool the goyim into thinking otherwise. They are villains hardwired to live a double life. One for show and one that's their true nature. They don't feel empathy, but they understand it intellectually and are masters of pretending they are moral and empathetic, and playing on these traits in others in order to exploit them or to cover up their misdeeds.