LOL at HF.
I think that while (most) fantasies are perfectly healthy, there are several taboos about them. (A) some might go way off from what is considered 'normal' behaviour by many people (almost any fetish, for example, may surprise/shock a partner or friend), (B) some might include prosecutable offences or just be such 'bad taste' (in the view of the bystander, even if not quite in a fetish category), and (C) a partner might get very jealous, so sharing some fantasies may be impossible or cause a break down of trust (as they may be suspicious the one with the fantasy may act it out).
Nancy Friday examined fantasies of both men and women, and some of the fantasies experienced (I hesitate at saying enjoyed, though clearly some masochistic ideas gave their owners some form of pleasure!) by women were far more violent or bizarre. If you read through you may feel sickened at what some include in their fantasies, and perhaps understand why the more extreme are difficult to share.
Yours sounds like it just goes a little further than a teenage crush on a famous actor / pop star, taking it to another level, in your head at least...
Really quite 'tame' (no offence intended) compared with being tied up, caned, working in a brothel, etc, etc which some of Nancy Friday's correspondents wrote about.
Your friend may be unwilling to admit to having any fantasies, either because of the problem of jealousy from her partner, or simply had never considered anything like it and is genuinely surprised.
Hope you 'name changed' before saying you have these fantasies 'all the time'
:)