Certainly there are some people who are just not receptive to empathy. But the point of empathy is to put yourself in someone else's shoes, to understand what they feel and how and why they act or believe as they do. This should help you to realize what they need from you, if anything. In some cases leaving them to help themselves is what they need. But using empathy would lead you to do that only if it seems best for them.
But if someone is acting as a vampire and sucking you dry of energy and emotion, then sure, maybe there is a point where being empathetic is a bad idea. You still need to look after yourself. But hopefully understanding their plight will lead you to distance yourself in a gentle way, with minimal judgment.
Good insite i just wanting to make sure i can still be hard nosed, and empathetic at the same time lol. I understand, something i need to work on anyway's. I love helpping people out, just do t k ow how to go about it some times. I'm sure im not the only one.