For examples: girls in relationships, lesbians, gays, women out of our leagues? What is it about the forbidden fruit that is so enticing?
Some might say that you're afraid of commitment. You know deep down that nothing real would ever come from the relationships with people you listed in your OP so you pursue them knowing that you will fail. I don't know if I agree. There's always something about the chase. It just comes down to loving yourself and taking care of yourself. There's nothing wrong with pursuing someone you perceive is out of your league. It becomes an issue when you know you should move on but you don't.
I don't strive for something I can't get because nothing is out of my reach. People only ever settle for what they "think" they are worth.
It's nice to tell yourself that you can do anything and accomplish anything but it's not true. I can be the 1st woman president! I can do anything I set my mind to! Yeah until the realities of life set in.
Only when it becomes a pattern, I feel like it has a lot to do with one's self love and self respect. We pursue people we know we have no chance with; knowing that hurt, disappointment and complication are going to be the outcome. We are aware of this, yet we delve in anyways.. Perhaps one is accustomed to rejection and subconsciously is drawn to it.
maybe the things we want most are just the hardest to get it feels like. or maybe the options seem so out of reach, we let ourselves get wrapped up in them, thinking it doesn't matter because it will never really happen. and then before you know it it's all you think about.