I think HD can feel compassion for how screwed up his wife is over sex right now and have the desire for her not to suffer without giving up being HD.
Seems to me that you can have feelings of compassion for the homeless but not give everyone with their hand out $20 dollars. Probably a poor example but one I am personally dealing with as I moved my office to a rougher part of town.
Looking at the dictionary definitions I probably have more pity than compassion.