I think "playing pretend" can be a form of escapism and avoidance, for sure, but I think more often for me it has been a form of processing.
I stopped "playing pretend" when I was about twelve in favor of writing instead. It seemed like an equal alternative that would have the socially acceptable staying power I needed to continue using "playing pretend" as a coping mechanism.
I have learned a lot about myself through the earlier stories I told. I wrote so perpetually when I was between 12 and 16 that I have several vast universes to look back on, hundreds upon hundreds of pages of my adolescent mind both distorted and clarified through the lens of the fantastic and the creative.
All of my characters always had absent fathers and deeply flawed mothers. They all played with the murkiness of good and evil. They always had villains who were misguided heroes, people who fell into terrible circumstance before becoming cruel and sadistic people. There was usually an older male mentor somewhere to guide my protagonist.
These themes have led me to understand what I was working through at the time better. I didn't have many trusted peers or adults in my life, so when I had a problem, I would write about meeting with all of my favorite characters in a room, and "we" would talk out the problems I was having.
Many of my characters are still close to my heart, the unfinished ones still looking for their perfect narrative arc (not least of all, my dear Simon, who has become my alias). I always used my story telling to soothe my insomnia, ever since I was about seven, and I still do. I lay in bed and illustrate the details of my character. I play with setting. I imagine vignettes, just as I would write them on paper, trying out different plots and character groupings. It helps me to escape the thoughts that keep me awake, but it also helps me process what I've dealt with in my day, week, year--injecting the turmoil in my head somewhere I can control and manipulate it into something productive.
I find it supremely comforting, and I've devoted my life to taking such "escapism" and turning it into Serious Business. Junot Diaz talks about how he began writing to offer young men who were like him (nerdy Dominican-Americans) a reflection in media, something that they could look to outside of themselves and say, Yes, that's me too. I have always hoped, ever since I began writing, that I could offer someone else the same comfort I received from seeing characters like me in books and movies. I want a troubled kid to read what I write and be touched and enlivened by my work, the way I have been touched an enlivened by the work of others.
I still feel massively helped in my journey by fantastical media, especially children's media. The first time I watched Rise of the Guardians, I was 22 and at my parents' house for a month. All of my symptoms were kicking hard. I was, after all, back at their house for the first time in years, and I was perpetually reminded of everything that made me feel I may never visit again, terrified every moment my brother would come. I watched Rise of the Guardians something like four times in three days. I kept repeating Jack Frost's line again and again, and I sometimes still do: "Don't be scared. Let's have some fun instead."