they have done studies.
truth is more cognitively difficult to obtain and it is not emotionally rewarding.
fiction and fantasy is easy to process, and it's much more emotionally rewarding.
Just like our bodies want to get fat and lazy unless we otherwise force them not to, our brains are the same way.
People can become smarter and value good mental work, just like they can get fitter and start feeling the rewards of fitness. But there is a massive gulf you have to overcome to get there where it is incredibly painful and difficult and most people give up rather than push through the pain and difficulty.

because reality is boring and hard.
fantasy is very appealing and fun.