Pity
The same as sympathy, but still there is a difference between that and empathy.
Pity, one of the emotions that were first killed, cause no matter what, you can't pity the enemy, you can't feel sorry for him and you shouldn't.
Empathy, to "feel" ones pain, to "feel" ones sorrow, now how far do you think you can go if you keep "feeling" the enemies pain?
Therefore those two don't matter when you are a ninja.
But they are important when you are around people.
He has been in situations where his love had been crying, and he had no idea what to do or to say, so he found the best solution to just shut up and not mutter say a single word, in fear that he might upset her even more.
Reading a few books, some have suggested giving the person a hug, to let them know that they are not alone, that you too understand their pain, that you too can "feel" how much it hurts.
Even now, though he won't admit it, he doesn't feel that much pity or empathy.
But she doesn't need to know.
Nor do the others.