Not really a Buddhist but one of the old ways in Lakota spiritualism had a saying that even the grasshopper has a lesson to teach you.
One story goes that when Crazy Horse was young, he was a very good bowman. He was the best in all regards, seriously dude was probably one of the greatest to ever live. His mentors challenged him to shoot a grasshopper out of the air. To master that he had to change his style and approach. He was known to use it as a way to talk about impossible problems.
I think what it really means is, if you are able to master focusing on something, like Buddhist Monks are known to do, grasping all that is happening around you while you focus, you will never need to escapism as there is always something within reach that you will never fully understand.
But I also bet that given the chance, they will indulge in fantasy because we all have an imagination