I don’t believe in the idea of “thought crimes” so morally you haven’t done anything wrong. But its probably unhealthy to do that.
No, nothing helpful will come from nurturing that fantasy.
A relevant proverb I heard somewhere on a similar topic: You can’t prevent a bird from flying over year head. But you absolutely can prevent it from building a nest in your hair.
“Should you” as in “is it morally/ethically wrong?” No, it’s not. “Should you” as in “is it a good idea?” No, it’s a terrible idea. And I think you know that on some level.
You’re allowed to THINK whatever the hell you want.
The point is in keeping it to yourself an act civil.
No, it is not healthy and will go nowhere or could turn into an obsession in the worst case scenario. It is better to move on and find someone who is interested