Well, we can't argue that she's the only one with empathy because her lack of empathy was used as the baseline for testing. There seems to be a distinction here between a lack of empathy and a lack of emotion.
But that's my point -- realistically, there shouldn't be. The vernacular definition of "empathy" as "caring" is confusing the issue. I'm talking about the technical, behavioral definition of the word, which is simply the ability to recognize and identify with others' emotional responses, to understand their behavior from their point of view. Even the worst sadist needs empathy in this sense -- you can't know the best way to hurt someone's feelings, and can't enjoy their suffering, if you're unable to perceive and comprehend how they feel in response to a given stimulus. So empathy doesn't necessarily mean compassion. Empathy is a double-edged sword. The understanding of others' emotions can be a basis for kindness and caring, but the same understanding can also be twisted to manipulate, exploit, and hurt people.
If you have no emotional understanding, then you can't comprehend how people with emotions will react and won't know the best way to manipulate their emotions. In real life, as opposed to fiction, psychopaths, people who have no ability to read or care about others' emotions, are no good at lying or manipulating people. Lying is a social skill, requiring empathy, the ability to see things through other people's eyes. In order to lie to someone successfully, you need to be able to understand how your words and actions will be perceived by them and what emotions they'll feel in response. Again, a double-edged sword -- lying and cheating others effectively requires the same social sensitivity that enables trust and friendship.
The only way what we're being shown could make sense is if Anna really does have emotion, but has chosen to embrace the ideological pretense that she doesn't. Kind of like an evil Surak. Her attempt to suppress emotion in her people could be a form of control, to ensure they have no desires except the ones she instills in them.
So it would be wrong to call her a psychopath in any clinical sense. She'd just be a person who's chosen to be cruel and ruthless.
Indeed, the entire human race seems to have an appalling lack of curiosity where the V's are concerned. The V's have been here for months now, but nobody has bothered to ask them what their home planet is like, how their species evolved, or whether they have encountered any other intelligent species during their travels through the universe? Where are the world's scientists and philosophers? Aren't they the slightest bit interested in such questions?
Not to mention the question of why the Visitors look and act exactly like us, something that any biologist or sociologist would recognize as a vast improbability. There was a cursory reference to this in the premiere episode, but it hasn't been addressed since.
Though what annoys me is the metatextual equivalent: the writers aren't bothering to make the Visitors at all alien, giving them no culture of their own. They talk and act just like humans even in private. They're too ordinary.