
In Blade Runner, Deckard's boss tells him that six Replicants have hijacked a shuttle and come to Earth. Furthermore, he tells Deckard, one of them was killed attempting to break into the Tyrell Corporation. He the goes on to describe the four surviving Replicants to Deckard. Four. Not five. So what happened to the sixth Replicant?
Those guys aren't Replicants anyway. Leon is quite obviously moved when Deckard kills Zhora, and Roy at least appears to seek revenge for Pris and Zhora's deaths. But the problem with Replicants is that they don't have any empathy; they're natural psychotics, which is why they're 'retired' should they return to Earth... they're liable to commit murder out of curiosity or boredom. They wouldn't have empathy for their own kind any more than they'd have it for humans; if they did, they wouldn't be a problem.
I finally figured out that Leon isn't stupid. I used to think of him as 'the dumb one,' but if you listen to the interview with him at the beginning, you sense that he's desperate to provide any distraction from the test. Acting like a dullard is just his disguise.