Everywhere you turn in American politics, leaders talk about the need for empathy. The best-known instance, of course, comes from Bill Clinton, who told an AIDS activist in 1992, “I feel your pain.” But it’s also been a recurrent theme in the career of Barack Obama, who declared in 2007 (while still a senator) that “the biggest deficit that we have in our society and in the world right now is an empathy deficit.”

And it isn’t just a liberal reflex. A few months ago, George W. Bush spoke at a memorial service in Dallas for...