I think it's two things:

1. Most people feel some degree of emotion when consuming fiction. I'm weird in that I feel mostly nothing when consuming fiction. For me anyways, it really just boils down to "this is all make believe lmao." I know people who are in the opposite spectrum, people who start crying when their favorite character dies.

2. People in the US at least have been groomed to approach fiction through literalism. By this, I mean how many times have you hear about wanting to create an immersive^TM experience, especially when it comes to movies or videogames? By crafting an immersive^TM experience, you're basically trying to blur the line between reality and fiction, and since the real world is a material world that we understand with our five senses, the fictional world is also a material world that we understand with our five senses. You're no longer sitting on your ass watching a medieval battle take place within a computer monitor but instead are inside that medieval world. When the cunning regent defeats the failson heir apparent in battle, it's just some older dude owning a younger dude and not the director and writers trying to express a broader thematic point. The regent doesn't represent ambition and vision, and the heir apparent doesn't represent the ancien regime that had outstayed its welcome. The regent doesn't represent the parts of medieval society that are unsatisfied with the status quo, and the heir apparent doesn't represent the conservative parts of medieval society that want to uphold the status quo. No, it's just an older dude randomly owning a younger dude in combat because that's how your five senses understand what's going on. But this is not the only way to approach fiction. You could approach fiction through a craftmanship lens, and appreciate fiction based on how well-crafted it is. You could approach fiction through an allegorical lens and see characters as avatars of more general concepts. You could approach fiction through a biographical lens in the sense that fiction is a means for the artist to communicate about themselves to the world (this unfortunately has led to parasocial obsession and stan behavior, so I guess not the best example). You could approach fiction through a political lens and judge fiction based on how well it serves a particular political goal.

With 1 and 2, if some actor plays an asshole character, it's harder for someone to emotionally check themselves and say, "This is make-believe. Why am I getting mad at some stranger pretending to be a fictional character who doesn't exist in real life? The character is an asshole because the director wanted the asshole character to be a stand-in for every single unhinged techbro who owns a Cybertruck, and the director doesn't like techbros because they are a socialist who thinks techbros need to be send down the countryside and contribute to society for once in their worthless lives."