Taking extreme solace in fictional characters is primarily a coping mechanism used by people who experience stress related to real-life relationships; examples include going through a traumatic break-up, or feelings of hopelessness and failure when it comes to establishing real-life relationships. Some people who partake in this practice identify as "fictosexual," and claim it to be a legitimate sexual orientation. They often try to gain acceptance within the LGBT community, usually to little avail.
Although fictosexuality is not an actual sexual orientation, that doesn't mean that it shouldn't be taken seriously.