I think one datapoint here would be the rise of reality tv in the past 30 or so years. By some metric, I think many people prefer knowing (or thinking) that the thing they’re watching is real. I have my own genre of survivalist reality shows I like, and, while I still enjoy fictional content, I probably enjoy reality content in this genre more.

I think part of the reason is probably imagining yourself in it. It’s hard to imagine yourself as a capuchin monkey riding a jet ski.