Like a lot of idealists, Chris McCandless is full of compassion. But it's an abstract compassion: a compassion for humanity as a whole, not for specific individuals. Chris' perfectly genuine compassion for his fellow man blinds him to the emotional needs of others. It's a classic example of not seeing the woods for the trees. Chris is so fixated on his ideas that he fails to see the people right in front of him, people like his parents who need his love and compassion yet are deprived of it.

A similar paradox can be observed in Chris' relationship with Ronald. Ronald wants to adopt Chris as his grandson, but Chris, clearly feeling somewhat uncomfortable, backs off, saying that he'll discuss the matter when he gets back from Alaska. He then writes Ron a rather impersonal letter in which he urges Ron to change his life. Once again, Chris' idealism gets in the way of giving compassion to someone who cares about him.

Chris doesn't mean anything by his behavior, of course; that's just who he is. But the end result is the same. By taking off and leaving his parents, he's caused them considerable emotional pain. What this demonstrates more than anything is that compassion should be lived, not just theorized.

The statement expresses a paradox or seeming contradiction. Walt, McCandless's father says to Krakauer:

“How is it,” he [Walt] wonders aloud as he gazes blankly across Chesapeake Bay, “that a kid with so much compassion could cause his parents so much pain?”

In mentioning compassion, Walt is acknowledging all the good Chris did in his life, such as giving a $20,000 inheritance to Oxfam (his parents wanted him to use it to pay for law school), offering friendship to marginalized people he met while on the road, and struggling to follow compassionate role models such as Tolstoy and Thoreau by living a purer, less materialistic life than the average American.

At the same time as he did all this, Chris left his parents deeply worried when he disappeared without a trace. Though Chris did this because he believed it was the only way he could break free and achieve independence from his family of origin, it left his parents anxious and hanging, not knowing where he was or if he was OK. They hired a private detective to try to find him, but the detective was not able to trace him.

Not only did Chris cause his parents the pain of not knowing where he was, when they did find him, it was too late, and they had to deal with the death of their beloved son at a young age.

It is a paradox that in trying to become a better person and do what is right to for larger community, an individual can cause pain to close family members. Sages and religious figures often cause this pain by following their own path and taking risks that cause them to die too soon.

Chris McCandless was an idealist who "took life's inequities to heart".  During his senior year in high school, he became very concerned with racial oppression in South Africa, and spoke about becoming active in the struggle to end apartheid.  He was also touched by the plight of the homeless in America, and would spend weekends wandering "the seedier quarters of Washington, chatting with prostitutes and homeless people, buying them meals, earnestly suggesting ways they might improve their lives".  He once took in a homeless man and secretly let him stay in his parents' trailer, and would often spend his weekends ministering to the destitute who lived on the street while others his age were partying.

Walt McCandless knew these things about his son, and marveled at how compassionate he could be.  Chris wanted to give of himself to the whole world, yet his sympathy did not extend to his parents, towards whom he was constantly rebellious, vehemently critical, and coldly unaccepting.  Walt remembered the endless hurt and rejection he experienced as a result of Chris's bitter attitude towards his parents, and wondered how a child who was so capable of empathizing with others and giving to them could be so callous when it came to those who were his own flesh and blood (Chapter 11).