#1 - Movie stars have (seemingly) charmed lives.  They make a lot of money, doing something that they find fulfilling.  They get to see & do a lot of exciting things.  They are given special treatment whereever they go.  We admire them for obtaining what we desire ourselves.

#2 - Most movie stars have an image; i.e. rebel, funny guy, smart babe, etc. We identify with their characters and live our fantasies through them.  That is why, when a celebrity does something really unacceptable, we knock them off the pedestal that we put them on. We feel betrayed.