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I don't think it's weird to be a fan of a particular company more so than being a fan of particular wrestlers. I think people primarily enjoy the way a certain promotion runs their show, and getting or losing a really good wrestler won't change that much for the viewer. And if a wrestler leaves the company I like to go to the company I don't like, I won't suddenly start liking it.
So it's okay to be a fan of a company primarily.