Do not take anything I say as mental health advice. Work with a trusted therapist who is accountable to you and you can be open with.
That being said, labels on feelings can help us feel like we are in control, especially when we’ve felt out of control for a long time, but they can also become our identities.
Fantasies help us manage and escape that. Even JRR Tolkien defended fairy stories (though he didn’t mean smut it still applies) as a way for a prisoner to look out through the bars.
I have plenty of problems (autistic, if you want one label) but I had the good fortune to be born in a time with thousands of stories, every one of them is an extra lifetime that I wouldn’t have gotten to live.
I’ve read so many books and so many short stories and every single time I dive in and become someone new and live in their world for a while. Much less expensive than going to Disneyland.
You can call it a cope. My life doesn’t suck, but I had terrible tragedy in it. I’ve seen some horrible things. But I don’t treat my many lives as cope, but as the kaleidoscope of me that’s gotten to live all those thousand lifetimes while only having one to spend.