They shouldn't be related unless there's some sort of brain augmentation that requires altering it profoundly.
All augmentations beyond the purely cosmetic ( and some injectable bioware ) require a nervous-system interface called a neuralware processor.
The main reason for empathy loss ( other than game balance) is that the future of Cyberpunk is super extra stressful. Crazy high poverty, mortality and a world that changes whenever you turnaround. Taking your arm and chopping off to replace it with a ( non necessary) metal one - and keep doing things like that to your legs, eyes, skin, etc - this, combined with a sense of depersonalization and emotional isolation, causes a person to go, well, a little crazy.
Keep in mind some of the causes of things like depression and anxiety are purely external - drugs, trauma, sleeplessness.
Cutting off your legs and putting mechanical legs on instead seems kind of reasonable as a stressor.