You need to find something interesting in what they are saying. Buy in, it takes practice, but good listeners continue the conversation, they don't change it to something more interesting, however, sometime you can focus on the particular item you find interesting that they are talking about. Often to stay engaged I direct questions about what the person is saying towards items I am more interested in hearing. This is selfish, but also its the best thing you can do if empathy is not your strong suit, you are speaking/listening on something that you are more likely to bring clarity or comfort to. This is because it is something you care about. Additionally, I have found with time more and more items have become fascinating to me, and focusing on one item lead to the ability (habit) to focus on other items I would have never been able to.
Lastly, generally find its not that I lack empathy (the ability), but when something is mundane, and I assume they are being pathetic, that I choose (whether subconscious or not) to ignore their pain. The solution comes back to finding something they are saying that you find interesting, however mundane or small, and it just gets easier from there. Direct focus, tempered by selfish interest, leads to the habit of indirect focus on varied interests.