I have heard they feel no remorse for the acts they commit and wonder how this effects any attempts to help or counsel these individuals. First of all, very few people would permit rehabilitating a serial killer. After all, he or she has gone beyond the limits of tolerance for perversion. Second, you don't all of a sudden gain a conscience when you're 45 years old. If you don't have a super ego by 25, chances are you'll never have one.
Most serial killers are sociopaths.
They are able to kill with moral impunity because they are unable to feel remorseful, incapable of empathy. They are also manipulative, shrewd and more crafty than crazy, more bad than mad. Their crimes may be sickening, but they are not sick. Psychiatrists really haven't a clue as to how to rehabilitate a sociopath. The last weapon of choice would be a firearm, because a gun only distances them from their victim.