Anime features prominently in Japanese and other Asian cultures. Nothing wrong with that, but not healthy (or creepy, if you prefer) to fixate on fictional females rather than forming relationships with real people.
The problem lies in the behavior of the anime consumer, in other words.
Not a fan myself. I live in Asia and see these characters, and the anime style, everywhere. It strikes me as juvenile and sometimes fun in a marketing context. Would strike me as creepy if someone told me they were in love with an anime girl.