ahem like the scene with the dead bodies on the railroad tracks when beth stands there and cries and daryl looks away and starts to walk off but then waits for her. he does care and cares a lot at that but its just very much pushed down as to not feel loss
and yes i do believe that part of why daryl and beth connected is because of how empathetic they are. its a trait they both share but daryl was very much pushing it down as to not feel grief but beth brought it out of him