Did German soldiers feel sad when they killed a female enemy soldier during WWII?

 It is a very good question regarding the human cost of war and the answer is not simple. You can only guess what was going through the heads of all German soldiers, but historical data imply that sorrow over killing female combatants was not common.

These mostly comprised having to deal with the Soviets in the Eastern front. This was not an ordinary military war but an extermination war based on ideology. Nazi propaganda kept eating holes among German soldiers that the Russian were subhuman. And that hatred was put there to forget regular feelings such as pity or sympathy.

When a German soldier spotted a woman in a Soviet outfit, he did not even see a woman. He viewed what right-wing propaganda termed a zealot. They even employed the degrading term against them: Flintenweiber (literally: gun-women).

Indeed, there were numerous German contingents in which the un-spoken rules, or even orders, were to dispose drunkenly of the women who were taken prisoner. This was the idea, they were too mean to be left. Such a savage setting made soldiers feel the need to show that they are tough. Weakness or disloyalty might be viewed as easy because of expression of sorrow or hesitation.

Thus, although, occasionally, an element of conscience might have flicked at some of them, the mass media, peer pressure, and the carnivorous nature of the combat, ensured that most soldiers buried or never even experienced those emotions. They were conditioned and trained into being completely ruthless people who kill.