It's my temperament--and I am also well-acquainted with escapism. The first time I taught this drama lecture course was in fall 2001 and the bawdy comedies of Restoration England really did become an extraordinary way of escaping the terrible sadness of life in New York in September and October 2001. It was like a little oasis twice a week. I had the same thing again this morning--I vanished into a fantasy of Shakspeare in the 18th century. It was particularly apropos because I was lecturing on the Nahum Tate adaptation of King Lear, notorious for (among other things) the happy ending in which Cordelia marries Edgar, Lear happily abdicates his throne to them and so on. But I thought about it and I realize I really do have great sympathy for happy endings. My favorite Richardson novel isn't Clarissa but Sir Charles Grandison (I do love Pamela as well though I can see it is technically inferior in some ways). This is what Samuel Johnson said, in a note to his edition of Lear, about Tate's ending (Tate's version was what you would have seen for over a hundred and fifty years, pretty much, if you went to see Lear in England): "In the present case the publick has decided. Cordelia, from the time of Tate, has always retired with victory and felicity. And, if mys ensations could add any thing to the general suffrage, I might relate, that I was many years ago so shocked by Cordelia's death, that I know not whether I ever endured to read again the last scenes of the play till I undertook to revise them as an editor."
This is also the appeal of the alternate-history genre, at least if you exclude its most dystopian incarnations. Even The Plot Against America ends with everything going somehow back to normal--a fantasy of restoration. Write a disaster, and then write your world back out of it.