I think it's because, while we've gotten much better over time, we humans are still not as effective at dealing with abstractions as the tangible. 100 people dying is a tragedy, but 1 person close to be dying is something else altogether.
We can't possibly comprehend the multiple permutations of that "something else" playing out x100, multiplied by all the people who are close to them. It's simply incalculable.
I suspect it’s because intimacy speaks to fear, whereas data speaks to reason.
And in terms of our historic evolution as living beings, fear came long before reason - so it’s more deeply rooted in our psyche.
That said, this is just my hunch. I hope some biologists / neuroscientists here can shed more light on this.