The perfect example of not having empathy unless it directly affects you are the endless conservative politicans who don't like rights for gay people until their own kid comes out as gay. It's so frustrating to me, this lack of empathy.
I was thinking the exact same thing but I feel bad about turning everything into a political statement but I do agree. Most of my conservative friends have at least 1 issue they are "liberal" on, because they, a friend, or relative are affected by the issue but it never seems to cause them to re-evaluate their stance on other issues which is always frustrating.
I'm sure there's at least one issue that you lean "conservative" on, yet you've not taken up conservative positions on other issues. Why would your friends behave any differently? From their perspectives, you frustrate them just as much as they frustrate you.
It is entirely possible, but as much as we would like there to be symmetry in all things its not always the case. I'm willing to make concessions on plenty of issues but these days everything seems to be a catch 22 (for example, abortions and access to contraceptives).