Empathy, no.
I think the operating paradigm is amusement...
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OK, that was just for laughs. More seriously, Pintsize's attempts to shock are surely for his amusement, but in order to shock, there must be some understanding of what's shocking. On the other hand, AnPC's like Momo and Winslow truly want to help their owners in most situations. I don't know about love, but it indicates a level of caring. Maybe that caring is based on enlightened self-interest (help your owner, they'll appreciate you more?), but it seems to run deeper, and may well have an empathetic basis. So if they're programmed to understand our feelings in some way, would it have to be incorporated deeply enough for them to feel such feelings themselves?
Because I don't think their people are just amusing curiosities to them. There's more of an attachment than that. Their people consider themselves the AnPC's owners - maybe the AnPC's consider their people as a sort of pet - more than an amusement, less than a "fellow being", somewhere in the middle, with perhaps a pet-like feeling of responsibility for their well being?