Is it normal for a male to find it harder to empathise with females than with males?
First of all, don't worry about being normal. Be yourself instead. You'll be a lot happier that way, believe me.
Second, most men don't get their women. Welcome to club. I know that's a rather sweeping generalization, but I think it holds up.
Last, I think you are fine. If you were not capable of empathizing with women you wouldn't have asked the question here to begin with. When the time comes, I suspect you will be able to empathize with the women you love (romantic or otherwise) just fine.