And so I shall have to answer! Small disclaimer: Obviously can't speak for everyone in the fandom, blah blah blah. I fell down the rabbithole of this fandom sometime last yearish and spent a couple of months in the very special hell that is the tumblr fandom.
But the most important thing you have to know about Umbrella Academy is that it's a show about a bunch of truly fucked up social rejects who basically spend most of the show taking their mental illness out on each other. The fandom is basically comprised entirely of glitterqueer woke sjws whose hobbies include ripping apart and shitting on the sole white straight male character (of the core cast at least) for existing and pretending the black women in the cast don't exist (presumably because they're
exactly as racist as they pretend not to be).
In my experience, there are basically two kinds of people who really strongly identify with the characters on the show or just the show in general. The biggest group are the total social outcasts who are rude and horrible to everyone and have a million made-up mental health disorders to "excuse" how terribly they treat everyone around them. They identify with the main characters because they, too, are horrible people no one wants to be around. A lot of them identify really strongly with Vanya, whose most defining trait is being an emo, self-pitying child because she wasn't allowed to join in the other kids' reindeer games; They see her as an innocent victim and the other characters as abusers who, despite being children (and abuse victims) themselves, are her evil abusers who are "asking for" the abuse she doles out to them. This should sound pretty familiar to anyone who's been around the trans movement for any amount of time.
The other group are a (maybe not) surprisingly large number of trans-identified straight women who fetishize the shit out of the one gay-coded (allegedly "pansexual" per the actor) character and desperately want to fuck and/or be him. To them, he's a precious innocent baby who has never done anything wrong in his life, it's an actual federal crime that the other characters don't center him in their every thought and waking moment, and also he suffers more than any other character in the show could ever dream of. In actuality, he's a sleezy drug addict who spends 90% of the show either high or drug-seeking, and is incredibly selfish and terrible to everyone around him. It's heavily implied that his siblings don't do that much for him because he's burned those bridges a long, long time ago.
I know that somewhat sane, rational fans must exist
somewhere out there (I've met maybe two), but nearly every fan I've ever seen of the show falls into one of those two categories.