It's hard for me.
I'm able to recognize emotions in a fictional work, but most of the time won't swept away by them.
Something in my brain has very clear set of what is real and what is fiction, when it decides it's fiction it dampens my emotional input.
Maybe it's a thing conditioned in the childhood, my parents also don't like me obsess and feel over fictions, because there are "Real life problems worth crying for" and "The author is just tricking and manipulating you, people are stupid to fall for that for the author's benefit." That is why I am also baffled why people are so devoted to fictional stories, characters, or even the authors (e.g. stanning culture); like what button they press to have such undying loyalty?
The disconnect hampers me in my own writing, I naturally can't feel any emotions or tension in my writing that good. It always seems flat to me and it makes me worry the most that people can't feel anything from it. (If one of my readers are here, please tell me if anything wrong with it)
However, I don't think I feel it decreasing my enjoyment when reading other people's work. I would take it to an advantage to follow a series without getting depressed! People are bawling their eyes off about a death of character, refusing to read again because a heartbreking recent turn of event? As long as the story keep being interesting, not for me!