if it does bother you, it's definitely worth talking about. personally I value communication above all else in my relationships, so if something was sitting uneasily with me, I would definitely mention it as soon as possible. I would suggest being non-aggressive in mentioning it, though—don't ascribe intent to him, just explain what you feel because of what he said and why. just for the record, though, it doesn't particularly sound like you're projecting, and anyway if something bothers you, you should address it. if he's defensive or talks about how that's not what he meant to say, reiterate that this is a personal issue for you and it's just how you feel. if he doesn't seem to care about having hurt your feelings, though, it might be time to reevaluate your friendship with him. good luck!
I've definitely had friends who get defensive of characters b/c they like them, so I would try the angle of "look, I'm not saying you can't like a character when I say they did something bad." it seems like your friend can't look at the situation with nuance and interprets "Bro did abusive things" as a personal attack which...it happens when people are really attached to a character, I've done it in the past in minor ways but it's not a healthy mindset. (general) you =/= the characters you like.
