I think famous prisoners become a magnet for women who are unable to form relationships properly.
A prisoner is someone who is not going anywhere - you can depend on him to need you, it doesn't interfere with your daily life, you can interact with him on your terms, and tell yourself that it is 'love'.
I do think it's sad for both parties, but there is something in the psyche of both parties that respond to what is fundamentally a distorted view of what a relationship would usually be - interaction, shared experience, intimacy, and so on.
I wouldn't claim to understand it, but there are more things I don't understand than do - I'll just add this onto the list.