No, not really. For one I already know that they are only digital and some of them are just so generic that you can't feel that much of a connection unless the game manages to make it through the story or subtle hints like Shadow of the Colossus, but I can't call those enemies generic.

Volgin in mgs3

Unless they do something dumb or silly that makes them stand out, never.

Now that I remember, in Max Payne 3, there's a part where Max is trapped inside a building in flames. He then encounters one of the evil mercenaries amidst the wreckage. I don't know Portuguese, but since I recognize some words and given the context of the situation, I believe he was desperate to look for a way out of the building. He wasn't shooting or attacking Max at all. Then Max disarms the guy and shoots him. Those mercenaries were a pain in the ass, but I felt kinda bad shooting a guy who was all confused.

http://youtu.be/hsPsJAivaEs?t=24m4s

Are you aware that you didn't have to shoot him? You can just not press the shoot button. In fact, there is an achievement/trophy for not shooting him.

The headbutt knocks him unconscious and he just lays there if you don't shoot him. Of course we can safely assume that he dies of smoke inhalation while unconscious eventually if you don't shoot him, so...

Nope doesn't usually bother me. I try to avoid killing minions too much, but if necessary or when I feel like it either they or I am dead.

Spoilers
Guilty pleasure I killed all of the doctors in the last of us with a flamethrower.

Not really, because they are generic bad guys you don't even know about :P

This seems like a game I really want to play xD

Pagan min in Far Cry 4... Thats bout it

No but I felt kind of bad killing animals in GTA V.