It varies from chuuba to chuuba. Some ignore this idea, which is probably for the better. It can be very stressful, which is why people rightfully get upset and make fun of those faggots who send "u made me happy after my dog died" or "u stopped me from killing myself" supas. Putting that much weight on someone is really bad, picrel.
In terms of vtubers knowing what it's like to be a gachikoi or obsess over someone they'll never meet, there are a few. I know La+ talked about something similar to this recently. I wont summarize here so here's a link to a clip.
https://www.youtube.com/watch?v=EfOt4gKHvAYThen again, they can just be saying this to bait people like this into thinking they're relatable, so take that as you will.
There are even fewer vtubers who genuinely reflect that feeling for their fans, as it's nearly impossible and probably super unhealthy to do.
The only big one in recent memory is Rushia and we all know how that turned out But overall, they do know that there are people who genuinely fall in love with them and the response is typically saying something along the lines of thank you for your support, but you probably shouldn't fall in love with me because I cannot and will not reciprocate, which I think is a perfectly reasonable answer. It also helps stray away the potential of genuine stalker schizos who get way too obsessed.