Probably for the same reason that people lack the ability to ride unicorns and slay dragons.
Lack of empathy for others is a socopathic symptom and reflects serious deficiencies in the person's upbringing.
I wish I knew good answers to these questions. Can't say for sure as I have empathy and compassion for everyone and find value in them as people.
I ask myself this all of the time. Empathy is probably the most important human quality, yet many don't have it or lose it along the way. The world would be just fine if every person had empathy.
Because they are infants, very afraid.