no, they can care as long as it doesn't change what they do nor that they will sacrifice people they care about - they will still feel somewhat bad about it but the fact they'll do it anyway should be enough..
let's say someone is a mass-murderer and terrorist yet has a friend they don't like to see get hurt, said friend is with them and in the end they don't want to hurt them but ultimately said friend gets in the way or they have no option, so they kill said friend regardless of caring for them.. that shows far more actual evil than a guy who values nothing.. because if you don't give a crap about anyone else then what makes you any different than a billion other stereotypical "I'm eviler than you" bad guys out there?
if you can show care for others yet still be willing to kill them (albeit with reluctance) you are far more terrifying beast than any of the "always about me" types.
that's why PE / CM as stands is rather flawed, it depends on the idea that to be purely evil one must have zero care for anything or anyone - that's cartoon style evil at best, true evil is when you can care for others but still sacrifice them regardless if need be.