Empathy is an important attribute in Design Thinking. In order to solve our customer's problems, we really need to understand them. We need to walk in their shoes. But there's a limit to how far we can take this. We can spend hours talking to an astronaut, but we will never truly understand what it's like to walk in space.
Agile has this idea of the Product Owner, but you don't see much written in agile about empathy. One approach that can help you get past the empathy hurdle mentioned above is to find a key user (or users) to be part of your team. Some organizations call this a Sponsored User, the organization leading the project sponsors this person't participation in order to get their direct input into the product.
The sponsor user becomes one part of the multi-disciplinary team. Their input is important, but it isn't the only input. While they may understand the customer perspective, you need to balance all the project constraints, especially the time and cost it may take to implement some of the sponsored user's ideas. Don't lose sight of your minimal viable product (MVP) in trying to make the sponsored user happy.
You may also have more than one sponsored user, depending on the breadth of the solution you are trying to provide. If your current release has two or three major themes or epics, you could have a different sponsored user for each epic. Contrast this to the idea of having a single product owner responsible for the overall solution.
So when empathy isn't enough, make the user part of the team in order to keep the direction of your product moving the right way.