Empathizing with individuals is built into how the human brain works, because we can theoretically do something about the plight of a single person - at least, this was true in an age before mass communication, when our world was only as large as the people we interacted with. It was mutually beneficial for humans to develop an instinct to help those in their own social group, because it was more likely to result in one’s own DNA being passed on.
Hearing about the problems of large numbers of people doesn’t click the same way for us because, for the majority of human history, it didn’t affect one’s ability to further one’s genes. Aiding some random person from a distant tribe just doesn’t figure into an individual’s reproductive fitness. We don’t have an instinct to help people we don’t know, especially when they don’t have a name and a face. And so it’s not ingrained in us. It has to be taught.