According to ArchitectofThought women are naturally unempathetic . I'll quote him directly :

I think it's just a nature. Women are biologically driven to hypergamy, therefore they couldn't give a fuck about people of less standing than themselves.

There are some problems with this argument. Firstly, hypergamy (if we accept women have such an instinct) has to do with female sexual strategy and I don't see how it affects other aspects of life. (and it has nothing to do with empathy anyway)

Secondly , I couldn't find a single study that shows women are less empathetic than men. I found the opposite though , there are some studies that show that women seem to actually be more empathetic than men.

Thirdly , I personally think that it has more to do with the western culture. Men are continually encourage to empathize with women and their problems while women are somewhat encourage to view men as the "bad guys". This doesn't mean that women are less capable of empathizing with men than the opposite. It just shows that maybe our culture is problematic.