@Latecomer
I think we can take an alternate concept. Rather than “empathy”, we could argue a better axis is “attachment-detatchment”.
You are not necessarily someone who doesn’t care about people’s pain, but trying to absorb much of it would leave you destroyed. If I could use the attatchment theory, the avoidant attachment could be quite an explanation here: Is not that you don’t care, but the necesity of self-reliance and a sensation of futility to make connections can make the person willingly disconnected from others not because they’re aloof for the sake of being aloof but because it’s, in a way, a survival mechanism.
What’s the point of attatchment (not love, attachment) if you spend all the time seeing something withering away?
Empathy, from a technical stand-point is more like a skill of the sorts, while attatchment actually carries decision making. She can care, but she cannot aford to connect with every single being because it’ll be overwhelming.
It doesn’t make Celestia and Luna being needlessly cold but rather it points out why, from a practical stand-point to maintain “sanity” of the sorts would try to not get too close to other ponies.