Just pointing out that's literally one of the defining behaviors associated with sociopathy. Growing to not care about other people's feelings is a natural progression from repeatedly making decisions that hurt said feelings.
But as to the rest, the point of breaking up with Louise (or having a discussion that would very likely lead to a break-up) is not for Jeremy to avoid drama, but to respect Louise's autonomy and right to decide what kind of relationship she wants to have. Louise feeling upset at a break-up is her prerogative as much as not wanting to be in an exclusive relationship is Jeremy's, deceiving her by omission and cheating is not.
Either way, this is not to say that Jeremy's behavior is unreasonable, it makes complete sense for the type of character that he is, but it is still imoral. I would just add that my read on him is that he is not imoral by malice (in the way the bigger villains like Seymour and Axel are), but just by immaturity. He wants to be a "player" but he is also not really ready to be a villain, he still seeks rationalizations that say he "isn't hurting anyone" or "it was a misunderstanding, not really his fault". Him being able to admit he was wrong in how he handled things with Louise is a little step, even if he is not ready to reform his ways.