I love fantasy, and I think it's safe to say that most RPG fans share that sentiment. Afterall, RPGs' roots can be traced back to fantasy. To me, fantasy is about escapism, feeling like you're being whisked away from your everyday life. I feel that RPGs bring an interactive aspect to this concept of fantasy.
The desire to escape everyday life is something all of us wish at one time or another. Playing an RPG can allow us gamers to travel to adventure, from the comfort of our own livingrooms. For those with low self-esteem issues or social anxiety, being immersed in an RPG is the chance to be someone else without these fears. People with physical disabilities and hindrances can enter a world without such problems. Even something as simple as being able to escape from a drab routine of daily life can be an exciting offer as well.
Of course, being able to separate real life from games and fantasy has been a controversial issue. Some people get too entranced by the lure of gaming, neglecting things like work or friends and family. In fact escapism is appealing to those who do have trouble coping with real life. In fact, it can even allow those with such troubled conditions to fall futher away reality.
However, for the average gamer, an RPG is a pleasant diversion into worlds where the people are beautiful, the landscapes are majestic, and life is exciting. To those that say it's unhealthy to live in a fantasy world, I say let's go there anyway, if only for a while.