I have been (implicitly) taught to have empathy. I learned about the word empathy much later in my life (english not being my first language). Even then, I thought empathy and sympathy are one and the same!
I think having empathy makes one's life miserable! Suddenly you are being bothered by everything happening around you and helplessness kicks in. And there are lots of people trying to exploit you in that situation.
I am learning the lessons the hard way.