[quick opinion, late at night, likely wrong]: the reason why parasocial relationships are usually seen as bad is more or less that they’re shallower than normal relationship, and are relationships with the curated persona of the actually successful person behind, not with the actual person. That makes it super easy to just project what we want them to be on our parasocial friends, to be friends with an idea in our head, or with something we see as "ourselves but better". On the other hand, those are mostly reasons to avoid having only or almost only parasocial relationships and fewer normal ones. That’s not good, because in that case you don’t learn how to do people, you take up bad habits of dealing with others through a distorted lens, as it were. But having mostly normal relationships and a few parasocial ones seems like a good idea actually? I know a lot of moderately success people who will insist that something that helped them a lot was reading the biographies of very successful people: if by "having parasocial relationships" you mean a slightly more interactive version of that, I’m pretty sure it’s a great idea! But "parasocial relationship" usually refers more to the kind where it’s less intuitively clear to you that you don‘t actually know the person for real? 
 

Still, at least in the more moderate version of "read biographies, try to contact very inspiring people on LinkedIn or whatever to see if they’d be okay to answer a couple of questions, or just plainly get really into an interesting person and spend a lot of time listening to their works and trying to understand them", I think that’s good, possibly underrate, advice.