It takes sudden and massive losses of life to shake them but most of the Empire-controlled planets led miserable lives, how come, say, little baby twi'lek's death by famine in Ryloth didn't shake Ben or Yoda? We can presume that stuff like that happens every minute in an Empire-controlled Galaxy.
EDIT: I don't believe this question has anything to do with being able to read the intentions of Anakin and his legion during Order 66, this question is about why don't the Jedi feel all the suffering in the Galaxy, I think they might feel it to a degree but they train to lessen those effects, IIRC, that theme was touched lightly in the Shatterpoint novel and was part of what turned Depa, but I don't really know any other answer other than them suppressing their own senses a bit.