"Rejoice with those who rejoice; mourn with those who mourn", says Paul in Romans 12:15. Paul does not say that we must feel exactly what other people feel, our mental states mirroring their emotional experiences as if that is something we all can just decide to bring about by sheer willpower. Involuntary feelings or the lack thereof cannot possibly be evil on anyone's part, including empathy. For purely logical reasons, empathy is incapable of being morally required or useful for moral epistemology. It is just a feeling. And how could you even know what someone else is truly feeling? The gulf between minds is no trivial thing, and even Paul does acknowledge the inability of one person to to know the mind of another person elsewhere (1 Corinthians 2:11). But it is not difficult to see that Paul is calling for outward expressions.
One can rejoice/celebrate or mourn with someone else without being in their situation or feeling their exact emotions. In fact, whether or not someone has emotions about the matter at all is irrelevant to the ability to rejoice with those who rejoice and mourn with those who mourn. What Paul insists is that we, when others are neither rejoicing over something illogical or sinful nor mourning for an erroneous reason (such as in an emotionalistic outburst about reality not depending on their preferences), show a level of sensitivity and support to other people.
Obviously, there would be logical limitations on what should be rejoiced over if good and evil exist (even then, rejoicing over irrationality would be baseless and invalid in a deeper sense); Paul himself says a few verses earlier in Romans 12:9 that we must hate what is evil and cling to what is good, with many other passages throughout the entire Bible condemning or lamenting various things as evil, which by nature should not be encouraged. Logically and Biblically, it is not true that one should rejoice or mourn with every single person no matter what they are rejoicing or mourning over and why.
Even if we did feel empathy that compels us to celebrate or mourn baselessly or wrongfully with someone, it would be irrational and evil to do so. But when there is no baseless or wrong foundation for the other person's joy or misery, empathy is still not required. Love is. Far from being an emotionalistic disposition itself, Biblical love is a commitment to treat someone as they deserve both as a human made in the divine image and as an individual. This love really reduces down to a matter of justice, a debt that we owe and thus should "pay" to each other on an ongoing basis (Romans 13:8-10). It is a constant obligation intertwined with all other obligations towards fellow humans.
As with any other moral duty, loving others is not about emotions like empathy although it can certainly be compatible with them (however, empathy or any sort of arbitrary personal emotion is unnecessary at best). It is what we should do and strive for regardless of what we feel, how strongly we feel it, or whom we feel it for. Nor is loving others about some vague, ever-shifting sort of outward kindness as opposed to rigid behaviors. Love is not always about superficial kindness, as it is about justice, hence why love is obligatory, owed to other people.
Kindness is not always mandatory, as only very particular acts of kindness are requirements of righteousness on the Biblical worldview (Leviticus 19:9-10, Deuteronomy 24:10-15, and so on). But even if one does not feel a strong sense of affection for someone else, one can treat them justly. Even if one does not feel affection for them, one can also rejoice with them when they rejoice in the truth (1 Corinthians 13:6) and mourn with them in their legitimate distress as Paul urges in Romans 12:19.
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