Ey.
...and that's how a lot of wish-fulfillment novels came to be and I'm glad they kept coming.
To be honest, I think this is also a way to cope as well, despite what some others might say.
Just being able to let out your stress and not feel bad about yourself is a form of coping, and while it won't fix your problems no matter how much you do it, it certainly helps to give you the leeway to actually confront the issue, or even realize that there is one. Though the issue might not actually be directly related to the stories you're reading.
At the very worst, these escapism help to steer people away from self-destructive tendencies. I know that from personal experience that it works, since if you don't understand what the problem is, oftentimes you have no direction to follow, and trying things blindly can often feel like they're harming you instead of helping.