People who troll for *** on a video game knowing absolutely nothing about someone other than they have a female character really aren't the kind of people I feel bad for when they're parted with their money on the basis of their horny stupidity.
God knows what kind of fantasies these people have in their mind.
This is the dangerous part, though, for the objects of someone's MMO affection. There's no telling how people will react when their illusion is shattered. Especially if you happen to meet/know them IRL.
I can tell you that my wife has had a few borderline stalkers throughout our time in XI just because as far as they knew she was really a woman (she is, but they had no way of being guaranteed that). Even though they also knew we were a couple.
Some of them are just garden-variety pervy, some are downright creepifying and legitimately worrisome.
There are some real *** weirdos out there.