It's quite interesting that so many famous people (particularly women) are doing this now. You would think that they would be overwhelmed with interest from members of the opposite sex anyway and wouldn't need to.
But the world of celebrity is full of hangers on, weirdos, wannabes and people with hidden agendas. Perhaps the rationale for using dating sites is that you can be so much more selective about who you make contact with (which is ironically why many normal, everyday people use them, too).
Still, even if they're meeting people online, their fame could constitute a barrier to finding successful relationships. Anyone getting involved with a famous person - regardless of the means - is highly likely to have his or her privacy invaded as well. I'd imagine that would be a big disincentive to a lot of people.