The death of the famous person is essentially fictional, one does not experience it personally, but it is a reminder that death is out there, striking at random into normality. Does it really make a difference whether it was James Gandolfini or Tony Soprano who died? No, we are only affected by the fact that death comes out of the blue.
James Gandolfini was a Hollywood star and I a mere stand-in - a complete nobody in the scheme of things - yet there he was, just prior to shooting a scene in a movie, concerned that he may have slighted me by failing to say hi in the supermarket the night before and going out of his way to make sure he hadn't. He didn't know me and didn't have to do that.