For 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.