Getting lost in another world is a perfectly good way for some people to cope with problems in reality.
The Elder Scrolls III: Morrowind got me through some really tough times: no matter what happened, at the end of the day I could relax and lose myself in Vvardenfell until I dozed off. That was all the way back in 2002.
Open world games have considerably evolved since then. Rockstar is proof of that.