You have empathy issues. Plain and simple. :P

I find the source of most of the fun is the initial hit of adrenaline that lasts for about 10 minutes when playing multiplayer. It gets pretty old after that so I rarely play them. I have a large stack of shrinkwrapped freebies including war fps that I haven't yet touched dating back to 2009. Usually I just give them away.

I prefer the fps games where complete suspension of disbelief is required like the Dooms/Quakes. First time I played that and I raised the flashlight to see that I was about to get mauled I almost wet myself. No empathy required as it is so clearly not real. I however start to feel guilty about leading units in Civ to die. I empathize with you. :P

Edit: Since this is getting downvoted I'll add another bit to clarify. Games that simulate anything are still pretty simple and if you don't bring your imagination to supplement the experience, it gets pretty boring pretty quickly. I find it more fun to play who I am than to go with the assumed pigeonhole for success.