It depends on the film, characters and how the director chooses to portray them. I think there’s a natural tendency for most viewers to feel aligned with the protagonist because that’s the perspective traditional stories are told from and most good writers/directors aren’t going to make characters who see themselves as unempathetic even if they’re not behaving like great people objectively.

Sometimes directors use this kind of bias to make us empathize with people we might normally not by giving context of a characters life. But other directors try to create empathy for morally grey/bad characters and it just doesn’t work for me.

For me, a director like Yorgos Lanthimos is really masterful at playing with that audience expectation/bias to create discomfort, tension or to foster a deeper feeling of empathy than I might get from other films. It’s a bit ironic since his style of presenting characters is kind of robotic and almost alien, but it feels like he gets at something deeper than just showing characters emoting, he makes the entire world around the characters emote for them and it feels really all-encompassing similar to how feeling emotions in real life often does. My take away from his work is that a good director is able to evoke a sense of the character’s internal state even if the actor does nothing.

Terrance Malick is another director who can make me empathize strongly, but uses different tools. All of his films make me feeling like I’m a time traveling ghost that just kind of pops in and observes people’s lives intimately. He’s much more language driven than someone like Lanthimos, but his penchant for voice-over works really well at making the viewer feel like they’re tapping into the live feed of the character’s internal monologue.

So, the short of it is; the degree to which I empathize with a character is based mostly on the skill of the director to make me lose myself in the emotion of the film.