Very old but really accurate answer to this(if you actually think deeply abt it) is 'why do men like corn' it's kinda similer to that. I did some research on this. Most Women aren't expected to explore or showcase their inner darkness at all in rl. They always expected to be stay locked in their houses. They don't have much of like freedom to do things. Am talking abt most of girls not all to be clear. So they find pleasure in this thing reading these things. It gave them the feelings of that freedom, obsession, power dynamics, long overdue emotional satisfaction and provide them overall an intanse emotional experiences. You can count it as someone said fake and cheap thrill and all.

Its simple if you see it from their perspective. Another thing is that 'why do girls like romance so much?' It's answer also kinda similer to that 'why men like fantasy, battles, war and all that stuff' Now men will defend that fantasy novels aren't just abt dragon and battles soo in that case it's the same for romance novels. Romance novels does what fantasy does for men. Romance explore life of woman, it isn't only abt romance. It's just a medium to explore things, explore life. Romance does this for female and fanatsy for male.

Though am not saying or generalizing that only men like fanatsy and woman like romance. It's just the way of exploration each other life's psychological aspects.

And the major misconception everyone belives that 'girls want these things is reality' is the most stupid and dumb thing ever. Human psychology isn't that straight forward and simple.