You're right, they have empathy for their friends. But you're also right that it's not a systemic wizarding world feature. There's no mental health services, or even financial support for poor students who have trouble affording textbooks.

I suppose the later books have a bit of a theme of empathy for your enemies (Snape, Dudley). To my mind the best handling of that theme is in Series of Unfortunate Events, which teaches you to understand and to break the cycle without expecting forgiveness. Harry Potter reaches for that, but I feel like it misses the mark somehow?

That fic would be fantastic and terrible in one. Please write it.