Eh, not really.
I'm in the boat that reads visual novels for the story, not the waifu experience. I'll obviously develop preferences for characters, but it doesn't extend so far that I feel guilty for completing a title. That's not to say I haven't felt off completing multiple routes before. Aeka's route in Yume Miru Kusuri comes to mind. With how explicitly her problem plays out in her route, the implication that it still continues in the other routes put a bit of a damper on the when I immediately went to Mizuki's route. That added the experience though (in a good way), since the game is about societal problems at large.
That's not true. VNs can be a medium to tell a story like any other. Just because you like to self-insert and find wish fulfillment, doesn't mean it's incorrect that other people don't.