(1) What do you mean by "feeling connected" to someone or something? Feeling a personal connection to the artist/brand or a connection to their music/art ... or the elusive connection one feels to the persona(lity) of certain celebrities?
I'm having a difficult time connecting to people I've never met before in my life, some artists/celebrities are more 'relatable' to me, that doesn't mean I feel connected to them or their art though. If anything, I think I could only feel connected to the idea (or image) that I have of them. And that idea or image is heavily curated and filtered for public consumption. So I'll always remain a bit cautious when it comes to stanning someone.
(2) Bringing in gender makes your question even more complex. How you relate to your own gender and the roles that are attached to being a girl/a guy informs the relationship you have to your peers. It's interesting to me that some girls/women say that they compare themselves with some GGs and that it makes them feel insecure, so they are less likely to follow GGs. It would be interesting to know if a lot of guys feel like this about BGs too or if by societal convention men are somehow less prone to comparing themselves (their bodies, looks) to male celebrities. This argument entails some internalized misogynist reasoning though and I'd tread carefully because that would mean women (by nature??! by socialization?!) cannot support other women since there would always be fear of comparison (and thus competition).
The question also reminds me of those studies about why so many women like watching gay porn. One recurring argument was that "there is no need for the female viewer to become concerned with issues relating to the exploitation or objectification of women." It's interesting because I do see female BG fans undermine the agency of GG members because they feel like those women are being controlled by male CEOs or producers all the time and have no artistic freedom whatsoever. To me, it shows a deep and pervasive distrust (rightly so? or is it excessive?) in whatever happens behind the scenes. Why is that? Is it because they themselves have been treated that way at school, in their families, at their work place? It's very difficult to say how hardwired the fear of power imbalance/abuse is for certain people and where that distrust comes from. I do understand their concerns though because the entertainment industry is infamous for its sexism, racism and other -isms that should never exist in a place that tries to create beauty and happiness for its audience.