Hello, I've been asking myself kind of the same question, I was wondering why animes sometimes almost gives me some kind of addiction (not a strong one, but just some weird need to watch more of it, especially when my social life doesn't feel good, like when my girlfriend and I broke up)..
During my teenage years, I might not have been labeled as a "nerd", but I definitely lacked social and emotional skills. And it was definitely the time when I watched the most animes..
I read somewhere that people in general are attracted in movies, or entertainment that represent their own ideal, whether it's a personality or a situation they'd like to have. It's some kind of a projection, we naturally love what makes us dream.
You will rarely see a "social butterfly" be interested in Evangelion, Rahxephon, probably because the main character in it would be really annoying for this kind of person. As opposed, this kind of main character would be really appealing to more shy, insecure types, with less bright lives, that would find comfort in the mood of such animes..
So I wouldn't say that nerds are more attracted to animes, but I think that people who lack emotional satisfaction in their life might be enclined to love it more than other people.
Aside from the sometimes unrealistic aspect of the plot, what I now find even less realistic is the relationships between the characters, especially love relationships.
For instance, it's really common in anime that a girl (or several girls) fall in love with the shy, sad, uneasy but kind, self-conscious guy.
In the real world, this almost never happens.
Truth is, if you're a very shy (and sad) guy, it's very unlikely that any really pretty and cool girl is gonna fall in love with you, even if you're kind of handsome. On the other end if you're not so handsome, and have a great personality and social skills, you're a lot more likely to attract pretty girls. But most of the time this is not the kind of main character you'll find in animes..
Plus you often see girls make the first move or literally hit on a (shy, sad, depressive but cute) guy. In real life this is very, very rare..
This is very emotionnally comfortable for people who lack satisfaction in these areas.. And kind of annoying to someone who is doing well socially..
Of course I don't know that much about animes, I might have watched 9 or 10 series in my whole life, but this comes from what I've seen personally. The less emotionnally-driven animes I watched (GTO, Dragon Ball Z, Yu Yu Hakusho...) were generally the most watched by social people I know, whereas the more emotionnally-driven ones (Rahxephon, Evangelion, Elfen Lied..) tended to generate some kind of WTF?! factor..
And this may only apply to me, but although I like some animes very much (and I don't hide it), I found that too much of it was making me socially numb, and preserved me from doing better in this area. I now see it kind of like drugs... It sure feels good, but it's not necessarily sane for me if I want to do better socially.. (not because of what people can think of animes, but because of the false social patterns that animes tend to convey to me)