You can't just pick up a gun and become a gunfighter, or go off and explore for a new world, or pull a sword out of a stone, or rescue a damsel in distress, or-- so we play games and we read books because the world isn't the world we thought we were supposed to get, the world we thought we'd been promised by somebody. Because things didn't turn out the way they were supposed to. So we go someplace else.