There are only two worlds - your world, which is the real world, and other worlds, the fantasy. Worlds like this are worlds of the human imagination: their reality, or lack of reality, is not important. What is important is that they are there. These worlds provide an alternative. Provide an escape. Provide a threat. Provide a dream, and power. Provide refuge, and pain. They give your world meaning. They do not exist; and thus they are all that matters.