put oneself in another's shoes is basically a definition of empathy...
As for empathy, it might be an inherent quality but I'm inclined to think that it's like most other things, you can cultivate it with practice and it manifests different ways in different people.
Of course, we can't know this.
It seems reasonable to speculate that other animals don't subvocalise in human languages,[1] though that doesn't necessarily mean they aren't capable of thought.[2]
1. It also seems reasonable to me to believe that dogs (some dogs?) might be capable of understanding some human language beyond simple commands. I typically have more luck with my two 2yo Border Collie cross if I explain to them why we're doing a new thing. More research is needed. Please deposit funds in my offshore bank account.
2. We could debate what is meant by thought, I believe that would be a distraction