Sympathy is a natural emotion and reaction of feeling empathy towards the misfortune of others. It cannot be called selective because if it is, it will not be natural and therefore, it is not sympathy. But it will only exist understandably on what captures the attention, for human time is limited and it can not all the time outward looking.
But frustration and disappointment are different. They must not be mistaken for sympathy. When it is the fireman who burns the house, that's frustrating. When it's the doctor that injects deadly virus to the patient, that's disappointing. But when the thief steals someone's property, you'll sympathize with the victim, but will you get similarly disappointed or frustrated with the thief?
You may also sympathize with the owner of the house that got burnt, and the patient who acquired the virus but you will NOT put in much thought on getting frustrated and disappointed with the thief equalled to how you feel with the doctor and the fireman.
There's a standard, expectation and most importantly "trust" to what roles we expect the fireman and the doctor to accomplish. And yet when they do the opposite, it's frustrating and disappointing, "trust" gets tainted, psyche gets rattled and so we "panic".
While for the thief, we "expected" him to do bad things. If you don't believe me, just think of the reason why you close your doors, put the locks and tighten your security. And it is also "expected" for the thief to face the law and gets penalized for what is expected of him. It is natural to avoid getting victimized by the thief, yet it is unnatural to avoid the doctors in times of sickness or to think that the fireman will be the one to put our houses on fire.
So no, there is no such thing as selective sympathy. There is only sympathy, and then there is frustration and disappointment.