its the fact that they are fictional is where the reason that you shouldn't fall in love with it resides.
Attraction != falling in love. I'd never fall in love with a fictional character. However, I decidedly find some of them attractive.
My personal stance notwithstanding, lots of people fall in love with fictional characters, and it's considered perfectly normal. Ever hear of teenagers having a crush on some pop star? Same thing - pop stars are fictional, they're marketing-built fake personalities, not real people. But again - it's considered perfectly normal. Because it, well, is. These fictional characters are streamlined to appeal to people, and it's an integral part of our psyche that we fantasize about fictional "ideals".
I think that
is markedly different from coveting your own sibling or parent (your example).
why want something you can't have?
I'm afraid that wanting what you don't/can't have is what human nature is about ^.~