I think he's a very interesting case.
His fondness for killing people and the battlefield would indicate complete lack of empathy, but in contrast to Pride, he understands the way Edward thinks and why he chose to leave Pride alive, which means he does have some understanding of the notion of compassion. He has no qualms about letting the whole of humanity die to satiate his morbid curiosity, but in a way by acknowledging his victims' feelings ('Don't forget the people you've killed, they definitely won't forget you') he respects them as human beings more than Hawkeye does, who chose to be a sniper precisely because it spares her from seeing her targets as people.
It's ironic in a way that as someone who upholds consistency as his only guideline, at least to me, seems a very wily impostor.
What's really disturbing about Kimbley is his seeming rationality. I think that in the end his killing sprees and moments of extreme brutality make you realise there's a screw loose in there, but by God is he good at making you think he's got it all thought through. I guess he is highly intelligent and a keen observer of human behaviour, who while staying very self-centred, narcissistic and brutal can compensate through cold-blooded analysis what he cannot grasp through empathy. As his exchanges with Winry has shown, he can very easily trick people.
FMA's entry on TV Tropes' Better Than It Sounds page:
Military specialist searches for a magic rock recipe to get his brother out of a can. In one version of the story, the rock is their father, in the other version the rock is us.
Or: Children see a Thing Man Was Not Meant To Know, run around country looking for another one.