It's more accurate to say that they want to give other people's money to the less-well-off. I don't know that it's terribly empathetic to use violence to take someone else's wealth and give it to another in order to get warm fuzzies or votes.
Last night, I went to a banquet for an organisation which is (AFAIK) entirely funded voluntarily, and which helps folks in crises (natural and man-made disasters, e.g. hurricanes, earthquakes and wars) all over the world, regardless of creed. They only spend 8% of their revenue on fundraising, which I think is pretty good. I voluntarily wrote them a cheque, and was glad to do it.
The moral calculus would be completely different had I voted to send armed agents to raid your bank account and give those funds to the organisation.