Fiction has a burden that non-fiction doesn’t: It has to go the extra mile in order to sell itself. It has to seem real. Fantasy, doubly so.
But if fantasy succeeds at this, it has the power to sweep you away to somewhere special. You’ll feel like you’ve visited a land far more fascinating than what we have in any corner of the real world, and you’ll be able to share your experiences in that special place with other fans. People outside the fandom will have no idea what you’re talking about, and I think that’s part of the charm.