But ancient pagans certainly included compassion among their values.
The Religio Romana website lists a number of Roman virtues, including:
(note that the above list includes faith, hope and charity!)
- Aequitas: Equity; fairness and justice within society and government
- Caritas: Affection; To love, cherish and hold dear, especially within family
- Clementia: Clemency; Mildness, gentleness, mercy, compassion in private and public matters
- Concordia: Concord; Harmony, agreement between peoples and nations
- Fides: Good Faith; Trust, fidelity, fulfilment of promises made
- Humanitas: Humanity; Kindness, being refined, cultured and educated, embracing the best aspects of civilization
- Indulgentia: Indulgence; Permissiveness, leniency, tolerance
- Justitia: Justice; Equitable, fair treatment, guided by principles, also defined by implementation and enforcement of reasonable laws within a sound government
- Liberalitas: Liberality; Generosity; to give abundantly
- Munificentia: Munificence; Benevolent, bountiful service, charitable
- Spes: Hope; A belief in favorable outcome particularly in times of struggle
Ancient heathens also extolled the virtues of generosity to others less fortunate than oneself; the Hávamál contains many stanzas about hospitality (still widely considered a virtue in Germanic culture).
Compassion is also extolled in the Wiccan core text, The Charge of the Goddess; and hospitality is one of the Nine Noble Virtues of modern Heathenry.
And of course there are many compassionate atheists, who give money to secular charities. Compassion is a human virtue; it doesn't belong to any specific religion.