Maybe he just doesn't like the way supernatural elements are often exaggerated or misrepresented in fanfiction. He might prefer more realistic or traditional forms of storytelling.
Perhaps issei is a person who adheres to strict canons and the freedom that fanfiction takes with the supernatural elements goes against his sense of how things should be. He may believe that the original works' interpretations of the supernatural are the only valid ones and fanfiction just messes it up.