"a) We often have emotions for fictional characters and situations know to be
b) emotions for objects logically presuppose beliefs in
the existence of those objects.
c) We do not harbor any beliefs in the
existence of objects which we know to be fictional"
The emotions we feel for things are not rooted in the objects themselves, but rather in the "idea" behind those objects. Take a child with a favorite toy, for example: the child feels attachment not to the material of the toy itself, but to the idea of joy and happiness that the toy brings; maybe of the memory of whoever gave that toy to them.
Therefore the idea of emotionally bonding with fiction seems even more rational than with an object. Fiction, unlike a toy, is immaterial: it cannot be seen, held, or felt. Only the "ideas" of it exist. Therefore by bonding with fiction we break the necessity of a buffer between us and the idea. We attach ourselves straight to the “ideas” fiction presents, rather than an object we use as a mediator.
"Concerning the Paradox of Fiction"