This reminds me of a conversation I had with a friend who has since passed away. I'm not sure if it started with a conversation on Gone With The Wind, but it ended up there. I said that when I was a kid, I used to imagine Rhett and Scarlett getting together, but as an adult I'm not sure they would have -- that maybe there was just too much water under the bridge. He thought I was mad for thinking about it -- for him, the story ended when the book ended.
"But, Jerry, I know it's only a book, but you've never wondered what would happen to characters if they were real?"
Nope! And he was a big reader, too. When the book was done, the story was done, and that was -- literally -- all she wrote. I think characters do exist beyond that, in a sense. That you can read a book sorta know enough to figure out how their lives would be if they existed somewhere. With romances, I would read a book and think that characters had great sexual chemistry, but had no shot in real life, or "these two could make a go of it."
Don't they have to feel real in order to move you?