I wouldn't say it's control at all so much as it's a dominance play. There's a certain thrill to hunting that which cannot be had, to "win" is bred into the mind. Everything is better when you win it. [i]Everything[/i]. Including sexual gratification.

There's also the fact that people you talk to are people you have a shot at with, even if it's miniscule. That celebrity on the Internet isn't coming to your house anytime soon, and fantasy can only fill in so much for the real thing.