Yes, very much so - and I also think it is natural to feel that way. As well as what others have already said, for the most part, I don't tend to understand the thoughts, behaviours or motivations of other (real) people. Real people do not share their inner thoughts or true motivations and desires with you. However, with a fictional character, especially in books (I am more of a book person) their thoughts, motivations, flaws and strengths are laid out as clear as can be. You know them in a way you can never know even someone very close to you, because you are almost inside their head, or beside them, experiencing their life alongside them. In other words, with a fictional character, we are able to experience, and often grow to love, a complete human being. This is a difficult thing to achieve with a real person for someone with AS who has trouble interpreting words and behaviour. Real people are a mystery. Fictional characters are fully explained. We know the fictional character inside out and perhaps even how they would react in any given situation. This also provides great reassurance to someone who has trouble predicting behaviour, because real people often surprise us or change or act out of character, which can cause us anxiety.
It is far safer and more easily understandable for us to relate to or love fictional characters. If only real people went about with an explanation of their true hopes, dreams, values, temperament and behaviours pinned to their chest, and explained why they said the things they said instead of forcing others to guess at it, why, the problem might be solved!