Its an escape from reality, a chance to venture into a world where all the mundane problems of day to day life don't exist, its a form of release :))
Because they're likely fans of the show or the actors/actresses who play them.I'm a massive sci-fi fan and I love Dr Who, Buffy and True Blood - they're all shows you can really get into and get caught up in their mythology.
TV shows takes you away from reality.
Just a bit of pure entertainment whether its real or fake , they don't care they get something fun to watch :)