I suppose that is what affects us when reading a good novel. It is those fictitious characters in books (or movies) that are so well drawn out or portrayed that can move an audience as well. Good writing - creation of art - is really on point for me when they can move you and cause you to feel something. Either as true-life dramas or characters pulled from the head of an author like another favorite of mine: Owen Meany. That character was so layered, so intriguing - that I felt for him through the entire story.
Many times writers will take an event that happened and then "loosely base" a fiction work around that event. (The Virgin Suicides, In the Country of Men, Room)
So I suppose the saying is true that at times life is stranger than fiction. If it weren't - why would so many artists be drawn to these events to tell their stories?