People develop a connection to people they look up to, are inspired by, devote time in their life to following. Even though they never meet them, their life has still been shaped by them and that creates an emotional bond. When you're a kid growing up wanting to "be like Kobe" and you try to match your fade away to how Kobe did it, and you ask for a Kobe jersey when your parents ask what you want for your birthday, etc. all those events strengthen that emotional bond.
Knock on wood, imagine if the Sedins were on that helicopter, or Linden, etc. Think about how much it'd hit you personally, even though they were just someone famous you never had an in-person relationship with.