Stalin said: a single death is a tragedy; a million deaths is a statistic. Why can we feel the misery of one person, and not a million?
We see an individual person as just that, an individual; through personal experience or media exposure, we learn about their lives, their accomplishments, and their personality, among other things. Some of us then feel an emotional attachment to their death because we recognize their soul. It’s much more difficult when it's in the millions. Just by default, I picture 1 million dead, I know they have souls, that they had families and friends and hopes and dreams, but I cant expound upon it to any level of intimacy. The answer is: intimate knowledge.