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It seems like there are and can even be a lot, because the feeling of loving a club because there is a player we like there is of course very difficult to lose even if the player has moved to another team or even another league like Ronaldo did.
I mentioned Ronaldo and Messi as peculiar examples, but it is not the same for some other players, even though we like them, because they are not so influential. There are players who I liked and who have left Arsenal due to some reasons, to other leagues, and I did not follow them to those clubs in other leagues even though I liked them. It doesn't mean I hate them but it just means that those players are easier to forget about
For players like Ronaldo and Messi, it will be difficult to forget about them even if they leave your club, they are always on the news, and their stories are everywhere.