Abstraction. These people are in such a different class compared to the average person that they basically don't associate with them, so they never see the consequence of their downright evil actions... up until a scorned man with nothing to lose makes them very clear very quickly.
Personally? I don't even kill bugs I find inside. They are taken outside. When my cat destroys the occasional lizard, I have to euthanize them rather than let them die slowly in pain or throwing them outside to die out of sight. I cry then usually.
I think a lot of CEOs aren't capable of empathy, or have been so detached to human cost by the many layers of numbers and intermediaries between
The most defining trait of Sociopaths and Psychopaths is having no empathy, so for people like this the suffering of others, be it of their own making or not, has about as much emotional impact as the "suffering" of a leaf of lettuce when they eat it or of a piece of paper they crumple and thrown in the trashcan.
This also means that, amongst other things, they feel no guilt whatsoever (would you feel guilt from eating a leaf of lettuce?!) and will sleep like babies with the blood of thousands on their hands.