I wouldn't say I get guilty, but there's a reason I don't play stuff like GTA or Call of Duty.
I was feeling a little bad killing the Stormtroopers in Jedi Fallen Order because they have a surprising amount of character.
I like stealth games that let you just avoid or knock out the mook enemies. Though Deathloop wasn't so bad because the ridiculous premise meant you were never permanently killing anyone.
And FPS games like Destiny and Doom are fine cause you're just killing aliens or demons.
But then somehow I'm fine killing human enemies in stuff like Starfield or Warframe, probably because of the unrealistic situations and because they have no personality.