Margo definitely doesn't have much functioning empathy. Pain = Hilarity for her, especially when it's someone else's.

Ali is much more sociable, albeit after quite a bit of tough love from the Red Vixen. Her whole problem is once she was sane enough to realize what she'd been doing for Bloody Margo, it was enough to destroy her ego to the point that being the Red Vixen's obedient pet was a better option than having enough free will to make that sort of mistake again.

One of Salli's near term goals is to get Ali back to Earth ASAP for some very extensive therapy...