I'd have to say, for me, it isn't a matter of jealousy towards the Sue.
As some have mentioned, it's boredom or the perfection and unrealistic combination given to the Sue... but mostly, it's the fact that they change how the love interest or just interest would normally act.
Someone who is a power hungry or violent sociopath isn't going to start being nice and not scheme against his interest just because they are everything the violent person has been looking for. Sue's tend to break character and plausibility because 'It's fiction, they can write whatever they want'.
Which, is true. But lord, it makes for a very boring story that only grabs those who really want to get their naughty jollies off, or those that don't want to think enough to follow a decent plot and have to figure some things out as they are reading.
Mostly, I find Sue's annoying. Granted most characters will have some Sue-ish traits, even if they aren't one, but still. Too much Sue is not a fun thing to read about.