Depends how you define empathy. A lot of people will lie to manipulate your feelings, seeing through the lie and being unmoved by someone's manipulation strategy doesn't mean you lack empathy.

Empathy, to me, means you can sense people's feelings, where they're coming from because you understand their situation. You understand this person behaved in such and such way because of certain circumstances. You can be sociopathic and have Empathy.

I think we have a lot of people who experience over-empathy, which is uncontrollable, unbias empathy that essentially leads to self-destruction. They are the type to be vegan and complain about speciesism and fight for Dog breed equality. Selective empathy is still genuine empathy. It's not like it's healthy to feel empathy for insects... And that's a subconscious bias.