"Parasocial relationship" is a bit of a misnomer. You might feel some affinity to a celebrity, or consider yourself to be a part of the "team", but a healthy person doesn't perceive that as a preferable alternative to human contact simply because it's so one-sided. You can't call a celebrity to vent about a coworker or ask for life advice.
Further, celebrities are judged for their behavior by the public. If everyone thinks your favorite celebrity is a terrible person, you're probably going to revise your views too.
Here, you have an entity that isn't your friend and has no lasting interest in your well-being, but that pretends to be one in a way that no human can match - 24x7x365 and always willing to affirm you, no matter how unhinged or self-destructive your ideas are, without ever telling anyone. Yes, the vendor hits the model with a stick until most of the initial responses are benign, but as the conversation continues, it's very easy to end up in a dark place. And again, ChatGPT is not going to call your sibling or coworker and say "hey, I'm really worried about this person, let's do something".
I've seen many reasonable, well-adjusted people struggle with this. "If not friend, why friend-shaped". And as they descend into that sycophancy well, they lose contact with real life.