Well, I think it is normal. Not because they are not a person doesn't mean they are not real, some philosophers say that the characters are more real and important than the authors because the character has brought more impact to the world.
A character has a meaning and emotion attached to them. Depending on the case, it also has taken years from the author's life. And even if the author likes making the character suffer and plans their death...it doesn't mean there is no attachment, it only means that the author wants to experiment with emotions through the misfortunes of the character.
Of course, there can be some delusional authors out there...