All of what you mentioned looks like a possible contributing factor, but this one stood out to me:

> Or perhaps people who are less lonely are generally more knowledgeable/well-informed about these individuals.

I'd go as far as saying, people who are less lonely are more interested in those individuals in the first place. Celebrities are social objects. There's nothing inherently interesting in life or personality of any specific celebrity - what makes them interesting is that other people know about them too, so discussing them is a way to bond with others, have fun, etc. Lonely people do less of that, so they have less of a motivation to care about celebrities in the first place.