Fantasies are puzzles of the mind. You live the fantasy, kill the fantasy and solve the puzzle. Then new puzzles appear, harder ones.
Fantasies are linked to desire and fear. What you desire or fear has power over your mind. The more the let it grow, the more the fantasy grows. It becomes a reinforcing cycle.
Why are fantasies are very different from reality? You can be thinking, dreaming, longing of something and when it happens, you’re like, meh, not at all that exciting.
Try your fantasies, gather data points on how you felt experiencing them. Then you can accept fantasies as fantasies and see them for what they are, puzzles of the mind.