I think where those in the limelight are concerned, they may have business managers that recommend who to follow and who not to follow? Most celebrities as a general rule of thumb don't"follow" back their fans. Not that it doesn't happen, I do have one up and coming actor and a local sports announcer/icon on my follows so I'd be bummed if that changed.
I do get how disappointing that would feel.
I think my son has one sports celeb so there's that 'so cool' factor, ya know?