What could have caused my friend to have no emotional feelings?

That depends: I don't know the answer to that question. However there are some people who don't reacte much one way or the other. It doesn't mean that there is something wrong- it is just their personality.

Trauma? loss?: One symptom of post-trauma stress disorder is numbing or feeling like one doesn't have any feelings. Another possibility is that growing up your friend did not receive the psychological space to have feelings as a child and consequently he/she doesn;t know what he/she is feeling. This can also be a side effect of medication or being in shock from a loss of a loved one/ grief.