We have evolved as social creatures and for most of that evolution our social interactions were person to person. This is why we absorb the news better when it's a person we can see that's telling it to us. Our current world of mass media (this probably started with radio but television has been the biggest player for this) distorts these effects. We see people on screen and sometimes we imagine what it would be like to be around them or talk to them. But those people don't know us at all. This social relationship is unidirectional.
If we only saw people playing various characters on screen this might not even be as big a thing as it is now. Forcing everyone to watch every Audrey Hepburn movie would undoubtedly still create some Audrey Hepburn fans. Some of us would want to see more of the beautiful and talented woman we had seen before. But fandom gets bigger when we interview actors. When someone tries to get to know them and display a portion of that real person's real character on the screen for us.
Neuroscientifically, when we see an interview of an actor whose work we have appreciated we create a model of that person in our minds. It is then possible (though it isn't always done) to use that model to create imaginary scenarios in which that person appears. Essentially these are fantasies. Is it useful to engage in these fantasy scenarios?
Reality TV gives this a whole new twist. The people being shown on reality TV shows aren't playing a character that has been carefully crafted for them with an accompanying script. Some *are* playing a character, though. But we get a much stronger notion that we *know* those people based on the interactions we are seeing on the screen. Again, neuroscientifically, this is the model of them formed in our minds that allows us to do things like make predictions of what moves they might make next.
Overall, is the experience of fandom a distortion of our social evolution? Is it healthy to engage in fantasies about the people we see in our media?