Have compassion for them because they do suffer. Regardless of how happy or sad they are, there is still some suffering in their lives; if there wasn't, they would be arahants. Think of how much they may suffer in their next life as a result of the evil they've done, or perhaps focus on their inability to maintain healthy friendships or other personal relationships. Psychopaths may rarely be "sad" but they certainly don't have happiness, especially not the happiness that comes from wholesome compassion and wisdom like that which we find in the Dhamma.
Gain and loss, status and disgrace,
censure and praise, pleasure and pain:
these conditions among human beings are inconstant,
impermanent, subject to change.
Knowing this, the wise person, mindful,
ponders these changing conditions.
Desirable things don’t charm the mind,
undesirable ones bring no resistance.
His welcoming and rebelling are scattered,
gone to their end,
do not exist.
- Lokavipatti Sutta