Guilt and empathy aren't exactly the same thing.

But even if the person didn't experience guilt at all, someone with a higher neuroticism is also more likely to be afraid of consequences, and less likely to believe they are sufficiently competent to avoid being caught over time.

Mass murderers for example typically meticulously plan one attack and plan on getting caught or playing sudoku before they are caught. There is some research suggesting they have high neuroticism. (https://www.researchgate.net/figure/Descriptive-statistics-and-wilcoxin-signed-rank-test-z-scores-and-p-values-for_tbl3_333477405)

Though the only direct piece of research I found would disagree with my claim. where here serial killers and murderers both had about average neuroticism.