Right. It's not just Comic-Con fun & games for these nerds. They want to BE the fantasy.
At one point Stan Lee talks about the phenomenon and he says something about how these people seem to have their hearts in the right place--he just hopes nobody gets hurt.
At times it seems like these people are being mocked, but there's kind of a sweet side that gets shown too, about how genuine some of them are in their desire to really help people.