You certainly do not. In fact, I have not seen evidence in my life that religious people have more empathy than non-religious people.
but how does one feel empathy for something that almost certaintly does not have any awareness? I can't believe that an embryo at three weeks is an actual person that feels pain, feels sadness or distress or even has any awareness of human existence. You can certainly feel that that every potential life lost is a bad thing, but I don't see where empathy comes in.