Whether a person like Cheney is "a monster" is a little hard to say...but one thing is sure: these people are never monsters in their own eyes. To them, everything they do is rational, appropriate, and justified. They all think they are "the good guys". That's why the destructive actions of all people become ultimately tragic, and tragedy makes for great drama.

If you cannot empathize with a tragic character (even an evil figure or a criminal) to at least some extent, it is because you lack the ability or the willingness to empathize. Your own anger won't let you.

To empathize is not to sympathize or make excuses for. You can be entirely and deeply opposed to the policies and actions of a man like George W. Bush, and still understand how the demons of his own youth contributed to badly skewing his views of reality...and led him into making tragically bad decisions that ruined and destroyed many lives. If the movie succeeds in shedding some light on the workings of the inner George W. Bush, then the movie has done well.