My party isn't emotionally invested, how do I deal with that?

You are not going to force them to care. It sounds like this is their entertainment, and they can't see your lack of fun beyond that. Since they are friends and you don't want to ditch them, I'd say don't waste time crafting a campaign, or do any worldbuilding. Maybe they just need to be a group of mercs that get a new job to do every 1-3 sessions. Maybe even simpler, they become arena fighters, mindlessly killing mobs in the same octagon every session. One character dies, they're replaced by another, no big deal. After a while, they may realize this is boring. Until then, relax and don't do any extra work for them. Don't reward them for dicking around.

/r/dndnext Thread