Outside of the mindless sitcoms that the networks thrive on, people able to think generally consider most entertainment is escape in one form or another.
Of course as children, we all, in all cultures and societies, learn behavior from observation, imitation, and encouragement of various kinds. So by the suggestion made, we all 'pretend' most of the time.
When AI approximates Machine Intelligence, then many online and computer-run RPGs will move towards actual RPG activity. Nonetheless, that will not replace the experience of 'being there,' any more than seeing a theatrical motion picture can replace the stage play.
There's a call to adventure. It's something in the inner psyche of humanity, particularly males.
There is no winning or losing, but rather the value is in the experience of imagining yourself as a character in whatever genre you're involved in, whether it's a fantasy game, the Wild West, secret agents or whatever else. You get to sort of vicariously experience those things.
Random chance plays a huge part in everybody's life.