I think that there are many different words in Hop Frog which appeal to the readers' sympathy.
First, the fact the Poe uses the word fool within quotes ("fool") could appeal to some readers' sympathies. Poe is not saying that Hop Frog is a fool, instead, he is showing that the king refers to Hop Frog as a fool. Even though entertainers of the courts were referred to in this way (also as jesters), the fact that he places it in quotes shows the insensitivity of the king.
Next, the fact that Hop Frog was both a cripple and a dwarf can appeal to some readers. Being crippled is no longer looked at as funny. Instead, people tend to feel sympathy for those who are crippled. Likewise, people who are dwarfs are/can be sympathized with. Being a dwarf could be looked at as a handicap by some. Therefore, it could be treated in the same way as a deformity or handicap.
Lastly, pain is a word, used by Poe, which could be seen as a term which appeals to a reader's sympathy. Knowing that Hop Frog can only walk with pain adds to the others "symptoms" which he suffers from.
Some words that pulled on my heart-strings were cripple, distortion, monkey and Hop-Frog's name. All of these produce visual images applied to a human being as linked to pain and the baseness of something animal-like. The fact that his name is a nick-name given to him by people who have laughed at him is also sad and something that we all can probably relate to.