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They are so ugly, patheic and such losers no girl in real life wants them, that's why they are always depressed
Then they rely on having imaginry girlfriends or waifus from shows they watch cause that's the only way they can satisfy their lack of sex.
They are very sad about this because deep down they know this is falling even deeper of being pathetic or they are so much in denial they grow a mental dissorder, can't know the difference between reality and fantasy/imagination, and legitimately believe their fictional animer gf is real, which is just as pathetic.