What do you mean? If they're truly and indeed serious about being full-blown in love - which hopefully they're not seeing as they're married - it's unhealthy, as in psychologically unhealthy. Example, in the past this leads to depression and suicidal tendencies as you are not able to fully be with the person you love because they do not exist. This can also lead to common issues regarding obsession traits where the person becomes addicted to the game and must contain constant contact with the character, or some form of them. As one can imagine such behaviour results in estranged relationships. I'm hoping it's a crush or something, not a full-blown emotional love affair - I can never tell with people these days.
' Would you say its strange or unhealthy too to cry in stories, to feel something for those people?'
No, I'm not saying that. Don't put words in my mouth or assume what I mean. The only thing I touched on was 'true love'* not other emotions such as sadness, anger - etc. Most stories do not have you falling head over in love with a fictional character that a) doesn't exist b) can't be interacted with outside of a video game or the media they're portrayed in c) can't actually return the feelings with how the story is currently portrayed. Having emotional attachment is one thing, having a 'husbando' or 'wifu' in the game is the same, but there's a distinct line. Hence why I'm honestly confused if this is a 'sh*tpost' because the way OP has written it makes it sound like the emotional attachment is on par or close to their actual partner in real.
There was a time where certain sexual orientations also counted as sickness.
Also, dude - do not equate the suffering of LBGT into the same level as 'I may be in love with a fictional character' being LGBT is not equal to 'I love my body pillow' or 'I'm in true love with a figment of someone's imagination.'
Anyway; if you're just crushing OP as everyone does these days when it comes to a fictional character and not actually in the true love, in a romantic sense - which should be something you should talk to your SO about by the way - that's all good. I think Emet is lovely and has a great personality and an amazing back story. Cute as well.
*True love, meaning an attachment that goes beyond a crush and is romantic, it's what you would have with your SO or in a more platonic sense, family and very close friends. Thought I've give an explanation since the word 'Love' is often overused these days to the point it has lost its meaning and impact. To the point that it will invoke huge emotional distress if something happened to that person, mourning, depression, etc.