This does serve to highlight an interesting trend, though. In a controlled setting where in a player is given an optional (at least, I've been told the hunting sections are optional) option to hunt animals, many raise of objections to it. This wouldn't be a surprise in it self if it wasn't an established fact that you WILL be killing humans. This part is not an option: to continue the game you have to kill individuals.
I think that we humans just have more trouble being sympathetic to other humans then to animals: as humans, we know that other humans likely have the same thought pattern we do, including all the negative, hate filled and angry thoughts that we have likely had (as well as various other negative thoughts like greed). In that mind set, we have very little problems killing other humans: in a way, they deserve it much more then a whale. Especially since to us, animals are just...well, animals: majestic and cute, but also very often dumb, and a little helpless VS our freakin' guns. It just seems unfair to animals that, in our minds, likely can't even HAVE an angry thought (though there have been cases...).
Seems odd in my mind, since we should also be able to sympathise better to an animal who is both like us and can communicate with us.
Sooo, to answer your question, I don't think you're being overly sensitive: but I do think that you should look into why you're sorry for the whales and not the guard you stabbed in the neck, and then walked coldly away from, now just a piece of flesh that once had a name you never even knew.