That's true, but it's also completely understandable. After all, Asia may be the largest and most populated (by far) continent on Earth, but in the West, Asians remain a rather severe minority. The entirety of Asians, of all kinds, in the UK comprises only 6.9% of the country's population, and the bulk of that are people whose ancestry comes from India or Pakistan. Similarly, in the US the percentage is actually only 5.2% (+0.6% if you're including mixed race Asians), heavily skewed in favor of Chinese.
en.wikipedia.org
en.wikipedia.org
In other words Asians, collectively, only make up roughly 1 in 20 people in the US, so if you're ever watching American media which portrays Asians at higher rates than this, they're technically being over-represented. Sounds strange to say, but a fact it nonetheless remains. The reason I bring it up, is because often the whole discussion of 'representation' in media tends to forget these facts, and it's frequently chalked up to racism, when it's actually just a reflection of demographic reality.
And as for football, well, that's solely down to whether or not certain regions of the world produce fine footballers. Notice how the PL is not swarming with players from the US, for instance, and no-one could accuse the US of being underprivileged. Indeed, if clubs were to start deliberately purchasing American players just for the sake of increasing their 'representation' to attract fans in the US, then I would call that horrendously cynical, not to mention commercial, and unlikely to build the best team.
I say all of this not to argue against your point regarding Korean fans. I agree with you about that, and I am very happy to see such fans supporting THFC, even if it's down to a favorite player. I'm glad Asians have a footballing hero to look up to and admire, and as has been noted by someone else, this is actually how most people become fans anyway. But once you have become a fan of a team, it's pretty bad form to then just ditch that team in favour of a new one just because the player you liked got transferred.
That's going a bit too far, and in fact I'd argue it's really the opposite of that. It's simply holding the Korean fans to the same standards as all the other fans, actually. See, you mention Ronaldo and Messi, but neither of them are supported so greatly around the world because of their ethnicity. Also, I'd like you to consider Ronaldo's move to Real Madrid from Manchester United. Do you believe that a ton of people who had become United fans suddenly became Madrid fans just because their favorite player had moved? If they did, then to be perfectly honest with you I reckon most football fans would write them off as plastic, and yes, to a certain degree disloyal. How about if Dele Alli gets poached by City; is it reasonable to expect fans to switch allegiances, or would the very thought of this cause most of our fans to have a heart attack? I don't imagine too many kind words would be showered upon the 'fans' who switched...
So while I do agree with you about how great it is to have this Korean support, you have to appreciate that football culture is essentially built upon loyalty, and so it remains a highly valued currency among the fans. It's not taking something for granted to expect the same from Asians, regardless of how undersold you think they are in media. Instead, it's welcoming them into the fold, and saying: "here's the rules".
Just some food for thought.