It is my opinion that everyone secretly hates this place and wants to escape. As you mentioned, nearly every form of "entertainment" is escape. Every form of scientific research (guess what!) is escape. Nearly everything we do (besides basic survival) is escape.

Now why is that? I've examined my own thoughts thoroughly enough to say that it's because I'm sick of this place. I don't know if that's other people's reasons, but it's surely my own. I've never particularly liked the traits of our world over any other fictional worlds. That's why I immerse myself. People don't hold my interest, I don't like "life".

I delve into these worlds and notice a trend of what I enjoy. It's always the same stuff. Match? I like it. No match? I hate it. Always looking for the same people, the same ideas, the same routines, etc. I suppose I'm looking for an "ideal" world to immerse myself in.

But really, all this is doing is driving my depression further. Every time I find something enjoyable, it ends. Every time I "meet" someone interesting (always in an anime or tv show) they have to leave. Or die. Or the show ends and I can't see them.

It's gotten to the point where "life" is just an unending tv show I can't switch off of. I'm forced to interact in it against my will. I don't care for it, and really, I'd switch all of it in a heartbeat. I find myself digging into obscurer and obscurer media, just to find "good" stuff. Pop culture makes me sick to my stomach. I hate the trends, I hate the people, and I hate what's going on in the world.

That's why I escape.