It's not a need, it's the way your brains work. A lot of people can shut themselves off for all the agony in the world, some people cannot. Knowing the attrocities that take place constantly, knowing you cannot change it and people have to endure it over and over again can really demolish your spirit.
I envy people who live their lives without ever thinking about stuff harder than 'Which tie should I wear today?', those who can believe that everything will turn out well, that a higher power will reward the good ones and punish the bad ones, rather than that the bad ones can have all the fun they want without ever getting punished for their crimes, and the good ones suffering for nothing.