Yeah, good point. In fact, some people who seek fame/stardom/success are doing so to fill a void in their lives, so they are especially thin-skinned and emotionally vulnerable.
I have to say, I think elements of the media play a significant role in encouraging people to see celebrities and sports stars as cartoon characters who are there to be shot at and somehow can't be hurt, and that by being in a high profile role these people somehow forego any right to privacy or a personal life. This was the case even before social media became part of our lives, but it has made the situation far worse.