I think that if someone becomes that invested into fictional characters, they should maybe look into getting some sort of counseling.
It's great if a story and its characters invoke strong emotions but in the end storyteller is at the helm and not the reader.
There's a difference between escapism and obsession - and it's not even that fine line. If the story and its characters are no longer enjoyable then the right move is to walk away from it, not to get obsessed over it...