Actually I don't think Vel'koz is even capable of feeling anything but curiosity, a need for omniscience and pain. The concept of sympathy, empathy and their respective functions are of no value to him. He has a line in-game where he states "Tears appear to have no function." which points to the fact that it's new to him. A creature such as Vel'koz - or any other void creature for that matter - has no need for petty emotions. They all feel hunger and they are all blinded and driven by it, that's probably all they need. While fear (or respect, they do have hierarchy after all) and pain (both Cho'gath and Vel'koz states that the daylight hurts them) seems to be something they feel as well, attachment of any sort to anything but the void seems far fetched. If anything I would guess Vel'koz would be intrigued by their actions and powers and would seek to... 'study' them. That is if he actually would've seen it, although he seems unaware of Shurima's existence and the Ascended too. Otherwise that would be where he'd be heading for additional information after Zilean's tower.