Girls are hard wired to pick the best and brightest mates to pass good genes to their children. Sorry, but it's true. They've done studies. Girls want wealthy mates, good providers, and handsome men so they have pretty babies.
Fictional characters, and celebrities fill that need - and there's the added benefit of "distance". These men are "safe" because there is no chance she will be hurt by them.
See if you can find a show on The Discovery Channel. It touches on this subject. The show is called "Survival of the Sexiest" or "The Science of Sex" or something like that.
EDIT TO ADD:
It's not you. It's the celebrities/fictional characters.
The show in Discovery Channel describes it better. There are "regular joes" like you that are good mates. Good prospects. You might be handsome, charming, well off, and over all good husband material.
The celebrity/fictional character is "you" only better because:
1) There are no commitment issues. They control the fantasy and don't have to worry about dirty socks and rent money.
2) They don't have to worry about their larger, male mate will snap and hurt them or leave them, or hurt one of their children.
3) In the Discovery Channel show, there's a whole section on symmetry. How humans seek symmetry in the faces of the opposite sex. People with the most symmetry are the most beautiful, and the most sought after. That symmetry signifies health, good breeding, and a bunch of other things that ping off our "reptile brains".
It's like having an Oreo cookie for dessert. Sure, Oreos are fantastic - but what if someone offered a brownie sundae with whipped cream, nuts and a cherry on top - then told you that there are no calories, and you won't get a stomach ache if you eat the whole thing?
You'd go face first into the dish like a puppy, right?
Same here. Those fictional characters are the brownie sundae. You are the Oreo. Double Stuff, of course!