I wonder about this too.

Could it be simply a safe environment to practice and perform specific human thought capacities? Makes me think of how some sports fans can get into serious deep debates with stats and shit. Maybe humans just like working and utilizing their innate functions to think and whatever.

Could it be that learning a fictional universe is actually "possible"? You can nail it down, put everything in it's right place, unlike actual reality, with all it's bias and ambiguity.

Or... just escapism maybe? I like to escape, too.